As one reads the Old Testament seriously, one gains a sense of a continuous historical narrative, fulfilled in Christ Jesus. The one little gap in this, the so-called inter-testamental period, is even smaller nowadays what with scholarship in recent decades on the importance of the context of second-Temple Judaism (of course this is more of a problem for Protestants who abridged Maccabees, Wisdom and Sirach from their bibles).
However, while the canon of Scripture ends with the book of Revelation, the working out of God’s revelation in Christ continues and if one is brought up evangelical the sudden gap of significant positive history comes to be troublesome, at least with regard to recognized official texts.
The best illustration of this, in my opinion, is to compare the Church of England’s Book of Common Prayer with the Catholic Church’s Liturgy of the Hours. While both are based around the liturgical center of Scripture in the Psalms, the continuing presence of the Holy Spirit after New Testament times is only evident in the Liturgy of the Hours.