When I "beat" the game, I could've sworn there was some kind of message saying that if you get Expert on everything, including the extra levels, something would happen. I already had Expert on all of the normal levels, and when I saw the message, I went through and got Expert on the extras, too.
 
Nothing happened. I expected something tying up all the loose ends in the story, like what happened to Flo, instead it just took me back to the level select screen. Is this supposed to happen? Seems like a pretty crappy ending, if so.

Yes, the ending finish with Flo in love with the hamburger and you receive 5 extra levels, one per each venue. After you complete those there are mini storyes with what's happening with Flo after she's getting in love with the hamburger. Not to many things, and after that it tells you to try also the endless if you're up to a challenge.