Yeah, I totally agree with that, I hate it when a song just gets a quick fade or abrupt cut. But you can try and be clever with it, like take out middle portion of the track, then add then end back in afterwards for example so it has a proper ending. Usually all you need is a very short cross fade to soften it out, but if you make sure and keep to the timings/beat, etc. then you 'should' be able to make it work.
I have to admit, I honestly don't know the first thing about music, this is only something I've started doing from my hatred of music just fading out if the track is too long.