There's a difference between "the end" and
the end.
When Nolan refers to ending his story, I can't see any reasonable person not being able to understand what that means.
To this day, people talk about wishing Bryan Singer had finished his X-Men trilogy. That doesn't mean these people were expecting (or wanting) to see him kill the X-Men, or have Wolverine retire. And even though I really didn't like
The Last Stand at all, for the most part, Ratner ended Singer's X-Men story (with the exception of the cheap "their powers are coming back!" out). Wolverine has found peace as a leader and a member of a family, Rogue's story has ended (lamely), human-mutant relations are improving (what with Beast's appointment), etc. It's very much THE END. But not...the end. There is more than enough room for further stories, but THAT story is done.
Same goes for Batman.
What Nolan is saying when referring to the neverending nature of comics is that, for comic book writers, there's often not a pressing need for "an ending" because even when a story arc ends, there's usually some sort of segue or minor plot-thread that is spun into the next story, and the cycle continues. It's like how Grant Morrison is finally ending his epic, years-long Batman story, but it's also seguing into another Batman story. And as a filmmaker, Nolan probably doesn't want to do that. It's entirely reasonable for him to try and tie up as many loose ends as possible, so that the audience's conversation after it's over is "Wow, what a great story!" instead of "So, do you think that guy who asked all those questions will become the Riddler?" (which fanboys are bound to do anyway

)
It's funny, because I (like many, I'm sure, and I suspect Nolan as well) view this trilogy not as "the beginning, middle, and end" of Batman's career, but as "the beginning, middle, and end" of the
beginning of Batman's career. These are still his formative years, and I think (especially with the title of TDKR), the "conclusion" that Nolan is racing towards is Batman's ascension to the LEGEND that Ra's spoke of in movie 1.
EDIT: In other words, what Jack just said above. Haha. And heck yeah, Brave and the Bold is the bee's knees.