I just finished it, and had the same thought about it feeling incomplete. The post-game had no bonus dungeon, just the real final boss and his dungeon.
There was also no real superboss to fight. The only post-game enemies are in the secret arena, but even there the last one is only labelled as level 550. And I actually beat him at 480. On Hard Mode.
Normally in these games I have to get to level 999, and even then still have to grind a lot more stat-boosting items in order to complete everything. Here it feels like I finished way too soon, and with 500 levels remaining. And oddly enough, this means the hardest enemy is actually the random mobs in the level 750 zone.