You would do well to read some of the strategy on http://twilightstrategy.com. Without seeing you play it is impossible to tell, but there are some general techniques for prolonging a game.
One thing which might be preventing your games from reaching the end-game is if you are not doing much to sabotage your opponent's plans, resulting in sudden large victory point gains. As a general rule, as well as trying to dominate/control regions yourself, you should be looking to prevent your opponent from dominating and controlling regions as well. This way victory point gains will normally be in the 1-4 range rather than the 5-8 range or even higher. This will prolong the game since, if you are evenly matched, the main way one of you is likely to win early by points is to suddenly score 2-3 high-scoring regions in a row; if the victory point gains are lower then scoring 3 in a row will not end the game and will be offset when the other player's regions are scored.
Another factor which may be ending the game early is if you are not keeping track of which cards (especially scoring cards) are still to come before the next reshuffle. If there are only 2 or 3 regions left before the next reshuffle, and you are behind on points, you should be playing heavily into those regions to make sure you get what points you can and prevent yourself losing (of course if you are not immediately threatened with losing then this sort of short-term strategy would not necessarily be best).