We can’t really say what musicians “should” or shouldn’t do, we can only talk about how we think it relates to established forms, and what we think about that.
I’d call this case a stinger, a small note or phrase to accentuate transitions, beginnings, or endings.
Some composers like to throw a curveball just to be a little less predictable or conventional. At the end of a song our ear expects chords to resolve as we’re accustomed to them. Usually that means a chord in the main key of the song, with the leading voice landing on the tonic (the main note, for lack of a better word).
Here the stinger is a 3rd… just a bit more unconventional, but not much. You’d hardly notice except it’s preceded by a 2nd as a grace note, which is mildly dissonant, but again not overly unconventional. Then the final interesting bit is that it’s rhythmically a bit out of place, after the rest of the combo has hit the last note.
As a musician why would I do that? Personally I’d do it as a fun improvisational thing to be cute and get the last “word” in a performance.
It doesn’t bother me at all, and the above is an explanation why, but I can see how it might hit some people’s ear funny or annoying. You kind of know he’s being a smartass.