What exactly were you expecting him to say? Can’t say I expected any reference at all.
To treat the audience who loves the show with a little bit of respect by announcing he is leaving, instead of ignoring it and pretending nothing has happened, that the show will continue on. By ignoring the announcement, he gave viewers a feeling the show will carry on, and apparently that is not the case.
It's not ending until July. There may well be another 20 shows to go. Until then it's business as usual. They probably want to announce something within the show nearer the time or if / when they have lined up something else to replace it.
It's not uncommon for shows that are ending to not draw attention to that fact until much later to their end.