Not really.
You mention CoD, I played that in the opposite manner to yourself, in that I completed it less than 24hrs after installing it - pretty much the only 'proper' PC game I've ever done that on. So essentially the better a game is, the less likely I am to put it down and stop playing.
I do know what you mean, though, about the disappointment you sometimes feel when a really great experience (not just games, this applies to films, books etc too) is coming to an end and you feel a pang of regret that it isn't going to continue for longer.
One thing I tend to do, however, is that when I'm about to finish playing a game for the day and take a break, I'll try and get any boring stuff out of the way so that I can sit down and enjoy the game straight away when I come back to it. So for example, I'll will watch all the cutscenes between levels, do equipment selection or whatever, manouver past the initial few 'scene-setting' rooms etc and then save my game around where I think the action is about to start. I prefer doing this rather than stopping in between levels because also because it lets me think about the upcoming mission while I'm away from my PC.