They only made 13 episodes of Hellsing, total. It's not like they created some ridiculous 100 episodes of ridiculous filler like like anime I could mention.
When a show only has one season anyway, they need to create some sort of resolution. Endings like that aren't innately bad. The fact that there's no coherent ending I can be satisfied with is the problem with, say, the Spice and Wolf anime. Two seasons, no resolution, and no third season in sight.