I know I have read that often time that is the hardest part of any sketch, but this happens so often that I treat most sketches like a 30 second bit and then click away knowing I have already seen the good part.
Also these people are professionals, at the pinnacle of the genre of sketch comedy....surely it isn't too much to expect a tight ending at least a couple times an epsiode.
Absolutely. As someone who does and has done sketch comedy at theaters, it's definitely tough, and even easier to overthink it, but it's obviously not impossible. In any (good) sketch, you've got your premise, and then you continue to hit that initial premise and heighten it. After that, in my experience (which doesn't really mean much), there are four main ways to end the a sketch: 1) Over-heighten the premise, 2) De-heighten the premise 3) Put a twist on the premise 4) Resolution of plot with a funny joke. 3 is usually the best and oftentimes goes hand-in-hand with 1 and 2 (both of which are rooted in 3). You can probably guess which one of those is the weakest.
From this past episode, the drunk boyfriend video was a solid example of #3. You've got drunk boyfriend doll premise, you play it, you play it some more, and then you end it with a pop-in twist of a drunk girlfriend to give you a good button.
Key and Peele usually did a solid job of wrapping up their sketches. The very first East/West bowl always comes to mind. You've got your crazy name game, you heighten it by making the names weirder and weirder, and then you de-heighten/twist it with the white mormon guy "Dan Smith."
Granted, Key & Peele had the benefit of not being a live show. I think the toughest thing for this current crop of SNL writers/performers is the time constraint and the production of the show. They've probably only got like 3-4 days max to write the sketches before all those crazy sets needs to be build and the sketches get blocked and all that stuff.
I'm completely with you though. It's not too much to expect. Clearly, 90s/00s SNL followed the same format and were able to consistently deliver better sketches (though the sets then weren't as crazy as they are now. I personally think they've gone a bit overboard whenever they use special effects and the like). Part of it is probably too many cooks, but I do think it mainly is just a talent thing. Very few can thrive under that type of format.