I understand that this is an Exchange blog so most of it here is about Exchange usage through TMG, however TMG itself was a more rounded product than just for Exchange protection, so keeping the product running is actually not up to the customers as much as it is up to MS allowing it to be kept running.
For instance the Web Protection Service component on the TMG was only subscription based from the volume licensing.
Now our subscription is running out this year and MS refuses to extend it and is telling us that if we do not stop using the product after the subscription runs out, we would be violating the license agreement, so we have no choice but to replace TMG with another product. I do not believe I am the only one on that boat, so it is easy to say that extended support continues, but if you did not extend your subscription before they announced the end of sale for the product you are not allowed to keep using it and can no longer extend the subscription to keep using it.