I've mentioned this before, and honestly, I've been too lazy to research it, to figure out if it was an official rule, or something we house ruled without realising it.
The game ends immediately when there is only one warband remaining on the table. Any treasures not already removed from the table are lost.
We've always played that way. I taught the rest of my group how to play Frostgrave, it's never been questioned and at this point I honestly can't recall if I decided to house rule that for balance, or just assumed it, but it works well.
Less shooty wizards can focus on getting warbands with treasures off the board as fast as possible and deny their opponents unlcaimed treasures.
Shooty wizards have to balance between scoring with treasures and kills.