I totally understand the frustration of those who had hoped for answers or at least somthing that might indicate they still intend to give any.

While I am not a big fan of the episode as such I get why they wrote it like that.

The RJ fanbase was getting weakener at the latest during season 5, because people where tired of waiting for an answer to the riddle. The majority of them wouldn't have accepted for this arc to be extended into season 7. In an interview from 2009 Heller stated that the conclusion of RJ would be a series ender rather then a season ender.

http://tvseriesfinale.com/tv-show/the-mentalist-last-episode-plans/

Baker and Tunny both had contracts for 7 seasons so they had a vested interest to get another season. While the RJ crowd deminished,  JIsbon shippers were a consistent and loyal fanbase. It made sense to use a good portion of the season to further build that base with the hope to get renewed for season 7 and it worked! Blue Bird was the well earned reward for this part of the fanbase. To be honest it was the Jisbon shippers that kept the show on the air.  

With the season finale playing out like it did most will have given up hope for further answers. I am not one of them and here is how I would connect the season finale to the RJ story line.

Janes big romantic gesture, the crying, the confessions of love were a con with the single purpose to keep Lisbon around. 
The reason to keep her around would either be that he is investigating Lisbon as a possible RJ or her being an important piece of leverage against RJ.

The fake letter was his attempt to keep her around by only giving her a romantic gesture and avoid commiting to anything more concrete. Once this attempt failed he had to go all in.

Notice his very composed and manipulative facial expression in that last scene before Lisbon enters the room. Also once she brings up the subject Jane returns to being  as evasive as possible with out risking to make her change her mind. In the very last seconds he avoids repeating what he said on the plane and instead leans in to kiss her.

So in essence there are two major fanbases the RJ camp and the Jisbon camp. He can't give the RJ camp without destroying any possibility for season 7 so he gives the Jisbon people what they crave.