Worst series finale ever.
I know the show was supposed to continue but still, it seems like they should have suspected the actor who played Willie was going to quit and just change the episode a bit so that the Alien Task force wasn't in it and Alf just goes off with his friends and lives happily ever after. I was rather shocked when I first watched it on DVD from Netflix and got to that last episode of the show.
I was like, "What!? That's how they ended it. It really was a horrible way to end it. The fact this didn't show up in a video I watched about the worst series finales of TV shows kind of appalled me. I'd argue it's worse than the Seinfeld series finale.