I was fine with The Last Battle because I understood it as final just for that world and those particular people.

I don't object to the ending of the world as such. As you point out, we know from the example of Charn that worlds come to an end and new pools form. The way in which it is written to happen felt artificial and unsatisfying to me as a child and as an adult I violently disagree with the idea that life is a school-term and heaven is a holiday and life is a dream and heaven is the morning and all the stories on this earth are meaningless against the real story which you have to die to be part of.