Despite the shared criticisms that the endings of the MCU's Disney+ series feel like extended trailers for future films, Loki. Essentially, there's a popular opinion that each show's finale was hurt by the set-up for various future projects from Marvel Studios, rather than creating quality and dynamic endings for the current story being told. While there is some genuine truth behind that sentiment, it should be noted that Marvel's WandaVision featured the best ending seen thus far, despite having its own share of elements that set up future MCU chapters.
In Falcon & The Winter Soldier's case, set-up for a Ant-Man & The Wasp: Quantumania.
However, while WandaVision has its share of future teases for goodbye shared by Wanda Maximoff and Vision that marks the end of their family and life that had been built in the town of Westview. Being in a shared cinematic universe, it's not inherently bad to reference and tease the future. However, there's something to be said for finding the balance, something Marvel's Disney+ series need to work on even with WandaVision having the relatively strongest ending.
Falcon & The Winter Soldier Sets Up Dark Avengers & Captain America 4 (Ignoring Bucky)
In Falcon & The Winter Soldier, the final battle with the Flag-Smashers was won, leaving the remainder of the episode to wrap things up. However, a lot of time was focused on setting up the future rather than closing the current chapter with Sam Wilson and Bucky Barnes. Instead, the series took precious time in its finale to feature not only Armor Wars series starring Don Cheadles' War Machine.
In contrast, while Sam Wilson's conclusion in the series was a bit better than Bucky's, it still wasn't great. Viewers could have been shown more of the new status quo for Sam as the new Captain America, and there are virtually no details provided as to where Bucky stood in the MCU after making amends with Yori Nakajima. Instead, the Falcon & Winter Soldier finale was too preoccupied with the future rather than closing out the present moment as the series met its end.
Loki Sets Up Ant-Man and the Wasp: Quantumania & Doctor Strange 2 (Ignoring Loki Season 2)
While Loki is the only MCU Disney+ series to benefit from a confirmed second season, it still has issues where the finale still felt like a promo for what's next. In the Loki season 1 finale, a large amount of time was spent providing exposition and an introduction to the concepts of the multiverse as well as He Who Remains, whose variant will be Kang the Conqueror (the confirmed villain for Ant-Man and the Wasp: Quantumania). Additionally, all the time spent explaining the multiverse made the finale feel like a primer for Doctor Strange 2, doing a lot of the heavy lifting, so the future film doesn't have to explain so much. While this is perhaps a benefit for the film, it came at the expense of the series.
As a result, hardly any time was given to close out the arcs that began in Loki's earlier episodes. Several elements were left to hang until the debut of Loki Season 2, like where Sylvie went after killing He Who Remains, as well as how Loki truly felt about her sending him away so she could fulfill her life's goal of vengeance. While the consolation is that there will be a second season to continue the narrative, the focus on the future films involving the multiverse resulted in many perceiving the series finale to be lackluster, not quite sticking the landing that it should have.
WandaVision Sets Up Secret Invasion & Doctor Strange 2 (With The Strongest Ending)
In comparison to Falcon & The Winter Soldier and Loki, WandaVision's finale is certainly the strongest. Despite having a scene where Monica Rambeau set up the future Secret Invasion series, WandaVision also featured a final scene that set up Doctor Strange in the Multiverse of Madness. However, this tease was less egregious as it directly involved Wanda herself and her arc in the current series, seeing her reading the Darkhold and hearing the voices of her children from across dimensions, which set up her own major role in the Doctor Strange sequel. Likewise, WandaVision featured a solid finish for its final episode, all the same, seeing Wanda managing her grief by finally letting go of the Vision and family she had created with her powers in the town of Westview.
In any case, due to the criticisms that these Disney+ MCU series' endings felt like trailers for what's next in the MCU at the expense of their own conclusions, it seems as though the key is all about finding the balance where closing the current story doesn't take a back seat where the closing of arcs are either much too brief, or not ended at all. While WandaVision certainly has the best balance when compared to Falcon & The Winter Soldier and Loki, there's certainly room for improvement all around going forward in the MCU's Phase 4 and beyond.