York may have won the battle, but he hasn't won the war. The play ends with a whole bunch of stuff left up in the air: York and his sons ride back to London to chase down Henry to take the crown once and for all. It leaves us asking:
Will York beat Henry to London?
Will Henry finally give up the crown?
Will Margaret deliver any more gutsy speeches to her husband?
When will the bloodshed end?
If the ending had you searching for the rest of the story, then look no further than Henry VI, Part 3. That expectant feeling at the end of this round is exactly what Shakespeare was going for: he wanted to get his audience back again for the sequel. He did have a theater to fill, after all.