It's often said that every war movie is inherently pro-war because it at least partially romanticizes it by framing war in a narrative bow for the sake of storytelling, and I think Come and See does a good job of not providing that to further emphasize the point that it's all ultimately pointless for almost everyone involved. No war movie actually owes the audience closure if it's actually trying to portray war rather than ulterior motives of that war or the system that made the war possible.

Come and See already does a good job of showing war to be confusing, chaotic, detrimental, and entirely negative. The two kids see war as positive in the beginning because they haven't experienced it. Once they start to, it's all downhill from there. A fulfilling end would buck the good trend the filmmakers establish of it not being good.