My child can't easily stop fun things or games.

The more fun the activity, the harder it is—even for adults—to stop suddenly. First make the ending visible. Show how much is left with a timer, "one more turn," or "until this song ends," and having the next fun thing ready (a snack, another play) makes switching easier. Rather than a sudden "time's up," keep the same flow every time: preview, countdown, end. If it still gets rough, don't blame the ending itself—praise the moment they manage to switch. Deciding the time agreement together also makes it easier for them to accept.