Being someone who just watched every season back-to-back on Project Free TV and Hulu, the double finales didn't bother me. I can see how this would be an issue if you're actually watching it live - but maybe it benefits those seasons that had the not-that-exciting penultimate legs.
Additionally, in sports, other shows, and a lot of other competitions, making the "Final Four" is a big deal and something celebrated. On Amazing Race, 4th place is cool, but it still means you're not racing in that final episode. Putting the two final episodes together in a finale format makes it more special to be in the last four and that "last night finale" show, even if they didn't finish the race.