Honestly, it's incredibly hard to pick just one favorite concluding episode, since, in all of them, you have to say farewell to the Cures who had become part of your life throughout those 45-50 episodes where you joined alongside them in their journeys as legendary warriors to protect their loved ones, smiling and crying with them. I could rant for hours about how "sad" all of these concluding episodes are, but, to save time, here are a few which stuck out to me.
Fresh: Fresh's concluding episode stuck out to me in a completely different tone than all the others, and if I had to pick one favorite, then it'll probably be Fresh's concluding episode (I might just have bias with this series though!). I love the way in which Fresh's dance theme was wrapped up with one final dance contest, and it's shown how far the Cures have come with their dance practices with Miyuki. Fresh was also the first series with the "tearful goodbye" trope which a lot of the newer series have, with Setsuna/Passion departing to Labyrinth to carry out her dream, even though it's the place which has brought her so much suffering. However, this tearful goodbye stuck out to me a lot more since it was left a lot more open than those of the recent series, since we never actually see Labyrinth again and never see if the Cures ever meet once again.
Smile: Smile's concluding episode stuck out to me mainly because of nostalgia. The concluding episode mirrored the introduction episode well, and it makes you feel how much the Smile Cures have changed since the first episode. Smile, like Fresh and the recent series, did have a tearful goodbye as well, and it really was tearful. I began tearing up with the Cures when I first watched Smile years ago. I'm so glad that Candy was able to see the Cures again afterwards though!
Go Princess: I love how Go Princess's concluding episode left of open ended, meaning to parallel the Princess of Flowers story. You can really feel how inspirational Haruka was when she said that she would continue moving forward and achieving her dream without the Dress up Key. Again, this series has a tearful goodbye, and was left open ended once again. It's great that we get to see the Cures individually after their tearful goodbye though, unlike Fresh where we only saw the "departing" scene.
Hugtto: Hugtto's concluding episode was really beautiful, and you can see how close Hana's bond with Hugtan really was/is. Additionally, I'm so happy that the Hugtto Cures were able to reach a bright and limitless future, just as they wanted from the start of the series. Hugtan being Hana's daughter was also a nice twist, although I wish we got to see who her husband is!
Star Twinkle: The concluding episode was actually left a lot open ended, although it's pretty much guaranteed that the Cures meet once again. Everyone saying that they wanted to see each other again was just so heartfelt! Additionally, Hikaru's dream (the once at night, not her dream to become an astronaut) actually made sense, considering she has a big imagination. The baton pass, I felt, was handled way better, than say, Mahoutsukai.
Sorry, this was long! Thank you to everyone who read through all that! Feel free to share your favorite concluding episodes (and the reason, if so desired) as well!