The game ends? It seems that most players give up on forts long before the king shows up do to boredom, Fun, or low FPS. You're suggestions on psychology, class, and autonomy seem geared mainly toward mid and late game. I think it's important to make note of this.
It doesn't end, but there are different stages of fortress growth.
Early fortresses are forts in their first year or maybe two, depending on how quickly the player can get it together. Early forts have few dwarves that have to take on multiple jobs, because you're trying to get the starting 7 to do everything the fort needs, or you only have about 20 and you haven't really gotten a military started, and you basically have a disorganized mess, trying to add in ad-hoc workrooms, storage piles, bedrooms, and generally trying to do everything at once all in a rush to get things done before the first ambushes hit.
Late fortresses have your fort population at or near whatever you've set for a cap, and have lasted at least 4 game years. They're pretty much in their final form, with all your major industries in their specific niches of your fortress, bedrooms for everyone, all your important construction squared away. Late forts tend to take on vanity projects like magma cannons or megaprojects, while ambushes and even sieges are of little threat to you, so you go hunting FBs, megabeasts, and may just breach the HFS for extra Fun.
Mid forts are just in between the two.
There is no "end of the game", but there still is "late game content", of a sorts, where you can have things like the monarch come to your fortress, or you can upgrade from your mere "legendary" dining hall to a magnificent mini-megaproject dining hall with waterfalls and statue gardens and a zoo, and putting the king and queen in a solid gold palace.
The thing is, early game is hard and and represent desperate times to just fend off starvation or overwhelming military threats. Late game is where you've hit a stable and prosperous equillibrium, and not much but FPS, HFS, or maybe a particularly nasty FB syndrome is a threat to you. Late game content is lacking because Toady is focused primarily on the early game. Things like Class Warfare are attempts at making the Late Game become something different, where you replace the early game frantic rushing to get your critical infrastructure in place, in the late game, you have to have some sort of other internal troubles or pressures to distract the player, and give them something to do between FB attacks.