Fake Memories/Headscratchers

Why hasn't anyone ever written out an recurring character by revealing in their last episode that this was what was going on? It would be brain-wreckingingly perfect!
- Maybe because 1. Fans of the character would start screaming Wall Banger and 2. it would be the ultimate cop-out?
  - Besides, if it's their last appearance, then how would anyone find out what their REAL past was like?