I feel like I am just settling in to watch it when it ends.

That was the exact feeling I had when I read the book. It's a novella, so it was the "proper length" for the format, but it was so good I wanted it to be longer.

I had the same "problem" with the show. It covered one book, and as such has told the complete story.

Are the books better?

I loved both the books and the series, so I don't think I can answer that for you. The vibe of the book is very similar to the show, just all from murderbot's tight pov.