You aren't wrong -- that's definitely the expectation I had, too. Originally, Avengers 3 and Avengers 4 were going to be Infinity War Part One and Part Two. Then the Russos announced that the name of Avengers 4 was going to be changed, and they gave the distinct impression that the two movies would tell separate, self-contined stories. So I also went into the theater expecting that the battle with Thanos was going to be wrapped up by the end; I'm sure I would feel much differently about it if I had known that it was still really a Part One.