The Lost Hero doesn't end—it sequels. The conclusion of the book doesn't wrap up the plot or themes, but instead points onward to more plot, more themes, and more pages.
Specifically, the last paragraphs of the book are about Percy Jackson, the hero of Riordan's first series, Percy Jackson and the Olympians. Percy has been missing for most of the book (see our "What's Up With the Title?" section). Right at the end, the characters figure out that, if Jason was given amnesia by the gods and sent to the Greek demigod camp, then Percy must have been given amnesia and sent to the Roman demigod camp. It's all part of Hera's plot to unite Greek and Roman demigods. But it's also part of Riordan's plot to send you on to the next book, The Son of Neptune in which (spoiler alert) we learn about what happened to Percy.
The end also, though, cleverly points not just forward, but backward. For those who haven't yet read Percy Jackson and the Olympians, the end encourages you to hurry up and read them already so you'll be prepared for the next book in this series (more prepared than Percy with his amnesia, anyway). If you have already read those books, then you can rest assured that your old friend Percy will be back soon… even if, as Jason says, "he probably doesn't even remember who he is" (56.47). The conclusion loops around and bounces forward, like riding Festus the dragon, who spirals and rushes up into the air, and only crashes so he can be reused on an even bigger quest later.