Star Wars series completed its action-packed yet highly emotional story with the episode "Victory and Death". While the entire series was focused on the time period between Star Wars: Episode II - Attack of the Clones and Star Wars: Episode III - Revenge of the Sith, its closing moments ushered in the Imperial era by taking place some time after Darth Vader's rise.
The final scenes of Clone Wars season 7, episode 12, "Victory and Death" show the wreckage of the Venator-class Star Destroyer Rex and Ahsoka escaped from. After burying his clone brothers, including the ARC trooper Jesse, Rex scavenges for parts to repair their Y-wing bomber. Meanwhile, Ahsoka grimly observes the graves, dropping the lightsaber Anakin gave her before the Siege of Mandalore. The scene jumps into the future, where the Empire investigates the now snow-blanketed debris. Darth Vader uncovers the rusted saber he gifted his former Padawan, igniting, observing, and taking it with him as he departs. The Clone Wars ends on a simple moon, currently without a name, but the weight of its closing moments makes the location much more important.
Darth Vader is well into his reign as a figurehead of the Galactic Empire at this point in the Star Wars timeline. In taking such a position, it's his job to track down the Jedi that survived Order 66, Ahsoka Tano included. All he finds on the remote moon are aged clone helmets and her lone blue lightsaber, indicating to him that she is dead. Upon losing his master, Obi-Wan, and wife, Pe, Ahsoka and Rex were the last remnants of his old life. Without his friends and family, Anakin's life is only the Empire and the dark side now. The location is representative of nothing but the end of his past life. It was in this moment, on this snowy moon, that Anakin Skywalker truly died; a physical part of him withered away in the fire on Mustafar and an emotional part of him was buried with the clone troopers in the snow on this unknown moon.
In the case of Ahsoka, her survival of Order 66 was retconned, very much for the better. In the Star Wars Ahsoka novel, she is still on Mandalore when the Jedi purge begins. The Clone Wars changed this to the Republic command ship and subsequently the unnamed moon it crashes on. In making this alteration, the weight of her staged death is increased dramatically. She didn't go out on her shield on one of Star Wars' many legendary locations; instead, she solemnly left her lightsaber and old life behind, choosing to bury her identity with her fallen comrades whom she served as a "soldier" with for so many years. In a way, Anakin and his former Padawan both symbolically died on that moon, making it relevant by association.
The Clone Wars delivered some incredible moments in the franchise while expanding on the prequels in ways never thought possible. It built a reputation on finding importance in the otherwise unimportant details, from characters to locations. It also bridged two trilogies seamlessly, tying itself closer to the events of Star Wars Rebels in the process. By capping off the lives of both Ahsoka and Anakin in a trivial place such as the snowy moon, Clone Wars intensified their ends - their lives were essentially forgotten with time, with the emergence of the Galactic Empire. Putting these moments on an iconic Star Wars planet would have been a glaring distraction.