Studios is odd with its closing times/F! times. Sometimes F! begins a half hour after park close, and then after the half hour show is over, the stores on Hollywood close. I don't recall your specific closing time/F! time now, but it might've been that.
Yes, it's sad when guests start leaving early. It's such a long walk out they often don't really accomplish much by leaving the show early. And it seems that as soon as one group leaves, other continue to go. The same happens with the slight show break in Wishes! and Illuminations. People tend to forget Disney puts in the BIG bang so guests can see that the show is over.