1) End with a bang. The finale must bring about an absolute air of finality.
2) "The End." The End, the finale's title, the end that Jacob says follows progress... what was he talking about exactly? The end of the smoke monster?. Yeah, is was a rivalry that lasted millennia, but we'd thought he was referring to something greater.
3) Rejection of the island. Characters have long referred to the "god forsaken rock" which imprisoned them, screwed with their brains and forced them to face their demons. Good riddance to it. The only alternative is some sort of final bald statement that the island was a beautiful thing that actually helped them... eh, that works too.
4) PELW: Penultimate Episode Locke Whammy. "Cabin Fever" ends with Locke saying he'll move the island. It's awesome because in the finale... he does. "Follow the Leader" ends with Locke saying he'll kill Jacob. It's awesome because in the finale... he does. "What They Died For" ends with Locke saying he'll destroy the island. Then... he fails. Aw.
5) Blow up the season focus. They do it every season
- Season one's long running focuses - the raft and the hatch. In "Exodus, Part 2", they blow up both.
- Season two? The Swan. In "Live Together, Die Alone", they attack it with dynamite and then implode it.
- Season three: the Others. Blown up with dynamite in "Through the Looking Glass".
- Season four: the Freighter. The finale blows it up in the biggest explosion yet.
- Season five: Time itself. In the finale... yes. They blow up time. With a NUKE.
Season six was surely about this island, right? So they should blow up the entire island in the finale.
But wait. Season six wasn't about the island. If you had to sum it up in a phrase, it'd be about - the candidates. And do they blow up the candidates? Oh yes they do. A couple of episodes early, in the finale-level sequence from "The Candidate".
But wait again. Sure, that's what the season was about. But we're not just wrapping up the season. We're wrapping up the entire show, and the show's about the island. So we can blow up the candidates a little early, just as we can kill off Widmore a little early. But in the finale, we have to go all the way, right? Kill the smoke monster, blow up the island?
Wait yet again. The show isn't about "the island." It's about... the characters. And do they destroy the characters in the finale? Yes. Every one of them die.
6) It would have looked AWESOME.
Reasons they shouldn't have destroyed the island?
1) The magic continues. Meh.
2) It would have cost millions to do right. To afford the amazing Heart and crumbling cliffs scenes, most of the finale involved shaking the camera while Rodrigo Santoro and Kiele Sanchez flung styrofoam boulders at the cast. They could never afforded a full-fledged island apocalypse.
3) They couldn't have then ended the series with Jack in the bamboo grove. This outweighs everything else.