In the cutscene where the guard dog attacks Gustav, we see the dog on a leash, then without it, though the dog still acts as if the chain prevents it from getting to Gustav (cf. screenshots).
According to one of the ex-developers a considerable part of the game has been cut due to financial troubles during the development, which explains the rather abrupt ending. A quote from AdventureGamers forum (warning, may contain mild spoilers):
"There was the entire part in LA 1954 and 2005 and Chicago 1932 and 2005. We played Gus again but in Chicago of the 30s; Gus chasing Mark. This part would introduce LA 54. The LA 54 part would explain the link between the murderers. Look closely at the painting “The Pupil”. In the original script, there were two endings. It was more of a choice really. The player could choose between arresting the killer or putting a clip into him. Now that’s closure. The player decided the fate of the killer. I really liked that idea simply because I thought it could be fun to empower the player with how he or she wanted Vic to end her story."