My theory is that a good ending usually requires an actual thesis statement
It's quite possible that imposing structure on these high quality humor artists would have significantly detracted from their quality
Take the example of the Marx Brothers
The movies usually ended with all 3 brothers chasing a woman in order to commit a hilarious act of buffoonish harassment (oy, they didn't age well)
I'd posit (now I have to go back to the primary sources, heh) that the Callback may be the only decent, albeit compromise, ending for this genre