The game isn't over if a penalty is called. It's done if the penalty once declined, or due to the new (and bad) 2009 rule, would have made it end regardless after the penalty was announced.

If the game was automatically over once that ball in that play was dead -- that means any penalty would be Off the books. Meaning ANY penalty of ANY type would not be on the books at all from the play, because the clock hit 0:00 at the end of the play. Kick guys in the balls, do whatever you want -- as long as you have the clock expire to 0:00, it's over, and no penalties can be enforced because it's 0:00 -- game over, eh? :)