No, that's pretty standard for RPGs. When you beat a RPG you typically don't get a save after you win and even if you do the final boss will usually still be there for you to fight. This is just way RPGs are. It also gives you the chance to watch the ending scenes whenever you want. But more importantly there is a trophy that is linked with the final form of the final boss and it'd be a little rude for them to make it a one shot chance requiring you to replay the game or go back to an old save to attempt it again.
Also there is a mountain of post-game content for you. With the crystarium's last stage unlocked you can max out your characters and go around doing the missions and fighting all of the monsters that were far to powerful before. So now you just need to go back to Gran Pulse and do the post-game content.
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