In tonal music (that is, the majority of what we listen to), each chord has a function. One chord, the tonic (the chord build on the first note of the scale) is a place of rest. Once the key is firmly established, every other chord has some degree of tension that demands eventual resolution to the tonic.
Probably every listener knows, at least instinctively, whether the occasional pause in a piece is on the tonic, a fit place to end, or something else, which requires the music to continue. Professional musicians, of course, are acutely aware of the tonic. If the car radio is in the middle of the piece when I get to my destination, I find myself waiting for some level of resolution before I turn it off.
A story told about Russian pianist Anton Rubinstein illustrates the point nicely. I’m not sure whether it’s true or not, but maybe it really doesn’t matter. At least it fits with what we know of his character.
The story goes that his wife had trouble getting him out of bed in the morning, and when he overslept, he missed appointments. So she started playing piano in the morning–loudly. Now, anyone with a clock radio knows how easy it is to roll over and go back to sleep. Mrs. Rubinstein did not play all the way through a piece. She stopped on a chord with a high degree of harmonic tension and then left the room. That bothered her husband so much that he had to get up, go to the piano, and play the resolution. By that time, she had removed the blanket from the bed.