Why are they taking the show?

Question

The Shield off?

Answer 1

The show has run its course and the producers/writers want to give it a proper ending.  They want to complete the character arcs they started at the beginning of the show.  They want to make sure that it is a complete story, and that the show does not go on o the point that the story becomes implausible/unwatchable.

It is not being taken off or canceled, but the series is coming to an end - one that is hopefully satisfying in its catharsis.