I agree that is a very good pick, but I think the end of 2001: A Space Odyssey is even better, because nobody understands it; it makes no sense. Which seems fittingly unsatisfactory to me.
Another thing that worries me is that nobody in this thread has mentioned Stanislaw Lem’s Ijon Tychy, in particular The Seventh Voyage. Is Lem that little known in the USA? That would be a pity. I think I should page the guy who is pretty good at SF Story Identification: @Andy_L, what is your take on Lem?