Whoa! Didn't see that coming!
At their worst, usually bad puns, these are groaners. I will spare you all but one, by Asimov: "Sloane's teddy wins the race ..."
At their best, such endings are memorable and moving. They can be ironic, funny, and the most well-known in the field of science fiction comes from a Damon Knight story, "To Serve Man," that any fan old enough to have seen the original Twilight Zone TV series will happily quote for you the chilling last line:
"It's a cook book!"
One that I liked better from back in the day, (though I can recall almost nothing about the story, not who wrote it, where I read it, nor even much about the tale itself, save for the reveal) also involves a race of advanced, benevolent aliens who show up to interact with humans.
As I recall it–and my memory is naught but fog here, so if you know the story, bear with my mangling of it–the aliens fall all over themselves to help humans. They gift them with unlimited energy, almost magic technology, all manner of things to make human lives better. No catch apparent.
The protagonist–and I want to make him a religious man, though that might not be–comes to realize that the aliens are keeping something from humanity. He doesn't know what, but he is sure there is something, and he presses the alien with whom he visits for the answer.
The alien is reluctant to tell him; the man persists.
The alien finally relents: We discovered long ago something that changed us. It is that God's highest creatures do, in fact, possess immortal souls that transcend their bodies at death.
The human is stunned. Really? But why would you keep such a thing from us? It would affect the lives of every single human being! To know that we don't die, that we have immortal souls?!
And as kindly as he can, the alien says: We do.
You don't ...
If anybody who drops round here knows the name of that story, please pass it along. I'd like to revisit it all these years later and see if it's anything like I remember.
It's called "The Martyr," by the late, great Poul Anderson.
The joy of the internet is that sometimes, somebody who knows what you want to know is listening. The story is, which I'd conflated with "To Serve Man," and which was not really anything like it, did have aliens who were sharing stuff with humans, but that was about it.
A tip of the hat to Mario for calling it.
I probably didn't see the tale in F&SF originally, because I wasn't reading that one at thirteen, but I was reading anthologies, so I probably saw it in one of the "best of" collection, or maybe one of Anderson's own.
Aside: I nodded at Poul for a number of years at various conventions, including once, an apparition ...
Twas Fourth of July weekend, 2001, Westercon, Portland, Oregon.
I was on a panel, had gotten there early, and the room was empty. I went up to the table in front, sat, was fiddling with some notes.
People started to arrive, and the first one was Poul Anderson, the writer. He sat out in the audience, smiled, I smiled and nodded back–we had been bumping into each other for twenty-odd years, but had only a passing acquaintance. Been on a couple of panels together, like that.
People arrived, the panel cranked up, we did our thing, and I left.
Thought no more about it. (Didn't think anything of it at the time, actually).
A few weeks later, an online note: Poul Anderson had passed away, on the 31st of July.
Crap, I should have gone over and spoken to him. He was a nice guy, and I much admired his writing. A shame.
Then there was the obit in Locus and assorted places, and apparently, Anderson had been ill for some time, and had died at home, in hospice care, after having spent the last month in the hospital.
So he couldn't have been in Portland, Oregon at the convention if he was in the hospital in Orinda, California ...
Poul Anderson was not a man I'd mistake for anybody else; I'da been willing to swear on anything anybody considers holy, had anybody asked, that I'd seen him in that room before that panel. I could pass a lie-detector test, I'm sure.
No reasonable explanation I've come up with. I had to be mistaken, it could not have been him, but ...