What do you mean they didn't wrap it up? They stopped NY from being wiped off the map and defeated Sylar (for now). That's all that needed to be wrapped up. If you wanted all of the questions to be answered, what did you want the subsequent seasons to be about?
Um, you just answered it right there. They didn't clear up that villain arc, just gave him a cheesy out. The ballsy thing to do, and in my estimation the only thing to do, was to kill Sylar or have New York go up. Instead, they fluffed it, with the Heroes winning, but that gosh-darn bad guy gets to live!
IMO, trying to play a bit with the comic book type hokiness will kill them because the writers and creator have NO IDEA what to do with this series. Is it a drama? It tries very hard at times to be a serious drama, usually in vain. Is it a comedy? It tries very hard at times to be funny, and Hiro usually pulls it off. Is it a hokey comic book show? Absolutely not, which is why Sylar getting away at the end was sooo damned STUPID.
Until this show actually gains anything resembling focus, it will remain what it always has been--an okay show with some cool angles. Not great, but worth watching for now.