Timon of Athens is a tragedy, so we're not expecting a happy ending, but even we are a little disappointed with how it all goes down. In the end, Alcibiades storms (more like waltzes) into Athens and claims it for himself without so much as an argument from anyone. What happens to Timon? Oh, yeah: dude totally dies in the woods, even if we're not really sure how or when. His epitaph is read out, and we're assured he'll be remembered. Sure, he will.
We'll be the first to admit that this doesn't really fit in with the rest of Shakespeare's tragedies, where final-act bloodshed is the name of the game. Hamlet, Macbeth, Othello, and don't even mention King Lear: they all end with some pretty horrific and gory swordfights, battles, and deaths at the end. But not Timon of Athens.
It's almost as if Timon's death isn't all that important. In all of the other tragedies, we get the sense that the deaths are somehow unavoidable: once the actions of the plot are set in motion, it's very difficult for the characters to escape death at the end.
Timon, however, really brings everything on himself. He has so many opportunities to improve his situation, but he never goes for it. Unlike other Shakespearean victims, he's almost suicidal: he brings his death on himself, and it's pretty much deliberate. The events that lead up to Timon's death may be tragic, but there's something about his death that isn't quite as tragic as it should be—and maybe that's why we don't even get to see it on stage.
Seriously, can you imagine Hamlet or Macbeth buying the farm off stage?
Now, this play does have at least one thing in common with other Shakespearean tragedies. Usually Shakespeare likes to reestablish a sense of political order and continuity at the end of his tragedies, and we certainly get that with Alcibiades bringing a new system of democracy to Athens. As he says: "Make war breed peace, make peace stint war, make each prescribe to other as each other's leech" (5.4.83-84).
We'll leave it to you to decide whether the Athenians actually take his advice.