I think this varies if one seeks profit (like most indie games), a living (dwarf fortress) or neither (most roguelike developers). For instance, I've been working on my game for nearly two years, and expect it to take over a decade, but I don't mind - I'm creating it purely for my own enjoyment, and I have no external pressures/deadlines to meet. If you want a profit, then for most games you MUST finish/release, and if it's your sole source of income, you obviously have to keep adding. Undertakings like dwarf fortress can't, as far as I can see, be 'finished', which in some strange way maybe makes it a fundamentally new kind of game. Others, like Nethack, I would say we have "closure" on - I think it's fair to call Nethack finished.