Because they hate her too
Man... the late avante-garde filmmaker Luis Bunuel had nothing over the Maury and Connie Show. That finale was about the most surreal thing I've ever seen/heard. The Cringe Meter was through the roof.
The piano player was NOT playing the piano. He never depressed the keys and he moved his hands randomly, so he probably didn't know how to play... another surreal touch. He does deserve some credit for keeping a smile. They probably went without background music since Connie can't sing on pitch.
All in all, not the most graceful exit in TV history. I never saw anyone commit career suicide before.