It is a misunderstanding that because Allah completed our Religion, no more Prophet will come.
Allah had completed His favour on People of Joseph as well:
"So will thy Lord choose thee [Joseph], and teach thee the interpretation of tales, and
perfect His blessing upon thee and upon the House of Jacob, as He
perfected it formerly on thy fathers Abraham and Isaac." (12:6)
Then, the followers of Joseph also thought Allah will not send any more Messengers:
"Joseph already came to you earlier with clear proofs, yet you never ceased to doubt what he came to you with. When he died you said, ‘
Allah will never send a messenger after him.’ This is how Allah leaves every transgressor and doubter to stray—" 40:34
So, your logic is same as them.
Completion means in its own time. It is like if you write a Book today, it does not mean next year you won't write another Book.
Allah in Quran never said He will never reveal another Book after Quran.
Allah had already completed a Book through Moses for those who want to follow and do good:
"Then We gave Moses the Book,
complete for him who does good". (6:155)
If Book of Moses is complete for those who want to do good, why Allah sent Injil, or Quran?
Muslim scholars made up this idea that our religion is the last one, then the Muslims were just following their scholars, same as People of the Book who took their scholars as God:
"They have taken their scholars and monks as lords besides Allah..." 9:31
It does not mean the people of Book actually believed their scholars are God, but they follow and believe them, as if they are God.
This is what Prophet Muhammad said:
Abu Sa'id al-Khudri reported Allah's Messenger (ﷺ) as saying:
"You would tread the same path as was trodden by those before you inch by inch and step by step so much so that if they had entered into the hole of the lizard, you would follow them in this also. We said: Allah's Messenger, do you mean Jews and Christians (by your words)" those before you"? He said: Who else (than those two religious groups)?"
Sahih Muslim 2669a - The Book of Knowledge - كتاب العلم - Sunnah.com - Sayings and Teachings of Prophet Muhammad (صلى الله عليه و سلم)