I too have noticed this delay at the end of the game. I believe that what is happening is that the program is saving the game so that it will not be lost should something happen. Last year PB upgraded the game so that it would save the game after every play but that slowed down the game so badly they received many complaints. Now the program only saves everything at the end of the game unless you change your preferences.
Since I display the current pitcher and batter stats I have always noticed that at the end of the game the players stats window goes behind the playing field screen so I have always been able to tell that the game is over before the play by play tells me. I have also noticed a slight delay on double play results.

NIck