Don, several pyramid complexes were unfinished not just Menkaure's. Like jammer said, when a king died, construction of his pyramid complex simply stopped. In some cases the successor did some finishing touches in order to let the cult of the king take place. Mostly these were made in mud-brick (structures in the Menkaure complex which should have been made of limestone were built in mud-brick by Shepseskaf).
I quite frankly don't understand why you find it so hard to accept that Menkaure's pyramid complex was left unfinished, like I said, it's not the only one left unfinished so why make an exception?