Quoted from C_S_S:

If you learn only one thing from the finale, understand this....dragons understand symbolism.

Quoted from atum:

The game proceeds through beating all of the houses in Iron Throne. once you make all 7 shots for final house, you have the battering ram lit. You hit the battering ram, which "completes" Iron Throne. It kicks an additional ball into play (so if you have 1, now 2; 2 becomes 3, etc.). It then lites the teal arrow for battering ram one more time (so you hit it twice in a row). At that point, it will pick a random place from the show that is not related to the 7 houses. Such as The Twins, Qarth, etc. Here it will light three shots for you, and you have to hit each of those three to move to the next place on your victory lap.
If at any point in time you drain down to single ball play the mode is over. At that point you start back over. You have your original house still, but that house is no longer qualified. So you have to qualify all 7 houses and try to do it all over again.
So my guess is that you probably got the second ball and drained it before you hit the battering ram again, thus you were back to single ball play and the mode is over.