Why would you want the indentation guide to stop before the end of the code block? That doesn't make sense.
The only situation I could see that making sense would be if there are no characters on the last line.
However, even if you insert a tab or spaces on to the otherwise empty last line, the indentation guide still does not show.
This is in contrast to the behaviour seen in, for example, Notepad2.exe, whose indentation guides extend all the way to the bottom as long as there is some content on the line (such as a tab character).
I suspect Sublime only renders an indentation guide on last lines with visible characters, but there must be a way of making it render if the line has a tab or a space character.
See a comparison of Notepad2 and Sublime for what I mean. It makes sense for me for the guide to extend all the way down the entire block of code (all the way to the block's closing brace).