+1
I like the trilogy more than you, I think, but I think of them in similar ways and rate them in the same order. I adore Blue, though, as my top 100 will testify.
I'd like to sit and watch them again, but your point about the end of Red makes me want to do so even more because, when I first saw Red in the mid 90's, it felt organic. In fact, organic is a good choice of word for the feeling, but I wonder if that was the case because it was pretty unusual. In the first decade of the C21st we saw a lot more of this kind of thing and often they served no purpose other than to give the impression of quality or simply to create buzz.
I felt a similar thing happened in comedy. The ability to go back and pick up things from earlier in your act and include it towards the end became seen as a mark of quality. A well crafted, intelligent comedian. So every other comedian, it seemed at the time, started to write stuff that did it.