Since you mention that, would you agree that if Bioware showed Shepard's grave in a slide, for all the endings that she/he died, would give closure?
Not for me. Maybe for some people, but not for me. That's why I said "if you believe in such things" before; I'm not one for burials, going to visit the graves and so on, but I understand that it can help or be benefitial for some people. If they would have shown that, I wouldn't be mad either.
Personally, for me the fact that you see her dying in those endings is enough closure, don't need the grave. And the ending that lets you wonder what happens... well, it's up to each person to imagine what happens after.
However I think the memorial wall in the Normandy is a nice touch. Having the names of people who died there to honor their efforts, and remind the crew of the sacrifices made in this war. But for me that's far from a religious point of view.