Apparently it's an Amazon "feature" like those "Hit Like and Subscribe" comments on YouTube videos. There doesn't appear to be any kind of setting available to turn that off, but I did run across a forum on mobileread.com that seems to be showing a way to eliminate them. Apparently there are files that are triggered by various actions, one of them being when you reach the end of the book. By deleting the file, you eliminate the action and won't get the "Before You Go" message any longer. Here's the page I was referring to.
Disabling "Before you go..." Screen - MobileRead Forums
And just to ensure you can still access this information should that link ever go away, here's the relevant passage you'll want.
In the following thread: Nagging for reviews (link to last post, where the KUAL extension is attached) a KUAL button was created to deal with these. It requires jailbreaking, but part of the implementation was a recommendation of mine to remove all the EndActions.data.*.asc (where * = asin of book) from the .sdr folders on your kindle. Just plug into your computer and search the Kindle Drive for "EndActions" then delete all the files found. This does not require jailbreaking, though KUAL does yet also lets you do it all in the click of a button.
It appears the solution is to plug the Kindle into a computer and use the computer to search for files with the text "EndActions" in the name and delete them all. That's supposed to get rid of the problem you're seeing.