Having written the piece that cued this talkback, I should probably state that my review was not a negative one, but rather mixed.
The storytelling style was for me definitely the most impressive element of Baccano! and it hearkens back to narrative experiments of film directors like Alain Resnais in the 1960s. Part of why I found the epilogue disappointing was because the series had done such an impressive job in welding the first 13 episodes into one long master episode that I thought they'd be able to pull off that feat for the entire series, rather than noisily shifting gears and heading off into what seemed like a vastly less consequential new story. Space considerations dissuaded me from mentioning this in my review, but the light novel series Baccano! was adapted from continued beyond the point the anime ended. So the anime was perhaps faced with the problem of where to draw the line, and chose to try adapting a small part of larger storyline. But three episodes leave one much less room to work in than 13, and without the train ride to provide a structural node these episodes seem like an anticlimax. Things might have worked out better if the show had a 26 episode run instead, consisting of two master episodes instead of a home run and a bunt.