Here's why:
* It transitioned into Dragon Ball GT: While Dragon Ball Z ended with the defeat of Buu, the story didn't stop there. It continued with Dragon Ball GT, which picked up the story years later and featured new adventures.
* Ongoing manga: The manga series Dragon Ball Z, which the anime was based on, continued after the Buu saga with a series of special chapters.
* Continued popularity: The Dragon Ball franchise remains incredibly popular, with new movies, anime series, and video games released regularly. This means the story has continued in various forms, extending beyond what we traditionally think of as a "finale."
So, while there was a final episode of Dragon Ball Z, it wasn't the true end of the story. The franchise continued with new chapters and installments.