What do you call a frustrating and inexplicable ending?

The first word that springs to my mind is anticlimactic, though lame seems to be a popular phrase. I wouldn't say your 'cop-out ending' is idiomatic, but it is definitely descriptive.

I am impressed that you got through eight seasons of Dexter. I enjoyed the first two, but the third started to get diluted and predictable and I dropped off so you might want to keep in mind that I didn't actually see the episode you refer to.

TV series also have a context all of their own. I read somewhere recently (I can't find it now...) that good endings for TV shows are almost impossible to write. Partly because very few TV series start out with an ending to work towards, while movies do; partly because a series by its nature is about continuing rather than ending; and partly because the length of a TV series means there is a lot of build up - tens if not hundreds of hours of it - and only one episode in which to finish it all off. That combines to make any finale a bit of a fizzle, so phrases such as lame and anticlimactic need to be used in a way appropriate to the standards of TV show finales. An ending that is lame for a movie or a novel may be acceptable by the standards of TV serials.

This has to balanced agains a counter argument though. Compare the UK and US versions of the old series Life on Mars (If you haven't seen it, you should. I think you would enjoy it but get the UK version.) and the way they end. Both series are about the same length, 16 episodes for the UK version and 17 for the US, but the UK finale is excellent while the US one is seriously lame. In the US one the central character wakes up in a rocket on Mars and finds it was all a dream while in suspended animation (blaaaaaaagh...) while the UK ending keeps the tension on right up to the final minute - literally. As both series have the same length and the same amount of build up, but one has a lame ending and the other a great one, it could be argued that the writers have more to do with it than anything else and blaming the format is a cop out.

This is something to keep in mind when you see lame or anticlimactic (or anything else similar) being used to describe a TV serial - does the user think TV shows inherently have poor endings, or does he blame the writers? That is going to colour his/her use of the word and your interpretation of it in a way outside the usual subjective elements.

Cop-out ending is not only idiomatic, it also has the virtue of being a pun.

Nuking the fridge or jumping the shark refer to the defining moment when a movie or a series has turned the corner from great to terrible.

Nuking the Fridge is an idiomatic phrase used by movie fans to describe the declining point of a film franchise as a result of its heavy reliance on special effects. The phrase stems from a scene in the 2008 action-adventure film Indiana Jones and The Kingdom of the Crystal Skull wherein Jones survives a nuclear explosion by hiding in a refrigerator. (Yeah, like that's gonna really do it.

Examples of use:

-Star Wars didn't really nuke the fridge until Jar Jar Binks was introduced. - Peter Parker dancing around the bar in Spider-Man 3? Kinda nukes the fridge!

The Urban Dictionary: "Nuking the fridge" refers to the moment in a film series when it becomes apparent that a certain installment is not as good as previous installments, due to ridiculous or low quality storylines, events, or characters.

The saying is also a reference to the phrase "jump the shark," referring to an episode of Happy Days where the Fonz jumped a shark on water skis, considered the lowest point of the show. "Jumping the shark" is applied to a television series alternatively to film.

On May 25th, 2008, the website Nukethefridge.com (featuring video game and action film news) was created. On June 4th, SlashFilm.com published an article titled “Is 'Nuke the Fridge' the New 'Jump the Shark'?” referencing the common phrase to describe the point in a TV show’s run when it started to go downhill.

You can say it had a cop out ending, it fizzled and died, it fell flat, it crossed the boundary of bad into lethal, or put any spin on it you like. Or you can say it jumped the shark and died.

It seems that the ending was abrupt, perplexing and much was left unresolved; leaving viewers unsatisifed.

I think the phrase “a cop-out ending” is appropriate. The website TV Tropes provides a definition of Writer Cop Out

"A cop out is when a story builds to a certain climax and the writer suddenly wusses out and chooses a different, less ambitious or less satisfying ending, or worse, chooses not to end the story at all. This may come out of Executive Meddling, Creator Breakdown, lack of talent, or simply an incomprehensible creative choice. " - TV Tropes "Writer Cop Out"