I no longer have my PS2 but I still own the game and play it on the PC with a PS2 emulator. Not played it for a while though but you definitely can't continue after the game ends. It's not really a true RPG as in the case of let's say The Elder Scrolls which does let you continue after the main quest (or you can ignore it completely) this idea could only work if there was a third game set after the return of the order. Wishful thinking huh?
![Smile :)](./images/smilies/icon_smile.gif)
D:TAG despite it being an RPG of sorts was very linear and story driven.
The way the game's story ended was very abrupt implying there would be more maybe even originally planned to be in the game but it was cut. There was quite a lot of content cut from both D:TAG when it was changed from a PC game to a PS2 game. I suspect the rest was due to hardware limitations at the time and / or release deadlines.