I tried twice now, and after finishing the game and watching the closing credits, the game shuts down. Not sure if this is a crash or just that the game exits. No big deal, except I don't get the "COMPLETED" tag in my library which is a little annoying. Anyone else see this?

Which Ravenloft game are you talking about? This forum covers both Strahd's Possession and Stone Prophet.

I'm pretty sure you can just assign the "Completed" tag directly to the game from the gog games page.
https://www.gog.com/account

Happens to me as well with Ravenloft Stone prophet. Ending by using the scroll of return the game goes black and dos box crashes moments later. No ending credits no ending conclusions.. Black screen and crash back to desktop.

The Stone Prophet crashing during the end sequence seems to have to do with the game being the patched version.

Check this thread:

https://www.gog.com/forum/dungeons_dragons_ravenloft_series/stone_prophet_crashes_at_the_end_of_the_game