At the end of the show, Wanda
completely undid the Hex. The Vision and children disappeared.
I mean, why didn't Wanda keep a small Hex with only her husband and children living inside? They can interact with the outside through S.W.O.R.D drones, radio, and Monica.
WandaVision down to its bare roots is a show about Wanda overcoming the grief, loss and trauma she has suffered her whole life. She lost her parents at a very young age, then lost her twin brother, her only other family in the world. Not long after that she gets a new family but that is ripped apart with them at each others throats. She then loses Vision, her new anchor in the world and is essentially alone again. "You took everything from me."
Matt Shakman: Probably, for sure. In the end, there's so many great ideas that you have as you make something, and you come up with a million things that you don't end up using. Because ultimately, the story that we're telling is a story about grief and how you overcome loss, and how you move on after you've suffered so much trauma.
For the story arc and character development to complete and for Wanda to move on it doesn't make any sense for her to create a mini Hex for the boys. She's finally decided to spend some time on her own and learn more about her powers as well as cope with her grief. However, that's not to say she's never going to try and bring them back, remember the post-credits scene for the final episode shows her reading the Darkhold and then hearing both Tommy and Billy's voices.
I think you've also got to consider the ethical and moral concerns over a mini Hex for the boys. The Hex, as created, was a static boundary, which rejected others coming into it. That means that unless Wanda is always around to let people in and out then those inside are completely isolated. They can't ever leave and they can't ever see anyone else. That means they also can't ever leave that small area you have them trapped in. Is that something you'd want for your loved ones? This is just the reasons related to those inside as well, you've got other concerns for those existing outside but nearby too.
We're also at a point in the story for Wanda where she's only just discovering who she is. She doesn't know the extent of her power or how to control it. She leaves to be on her own to learn more. It might be that she wants to bring them back but doesn't want them in a Hex because of the above. So she's gone away to learn deeper and more powerful magic so she can bring them back to live a normal life.
You're also forgetting about White Vision. White Vision is the Vision created from original Vision's body. He's still out and about somewhere, we don't see him again after he leaves Memory Vision. Presumably Wanda wouldn't want to create a whole new Vision again if she can find White Vision and be happy with him.
It would defeat the point of the show.
The show is essentially about Wanda going through the five stages of grief.
Stage 1: Denial...
In the first episodes you can see how Wanda acts like it is all normal, she pretends that everything is fine... that Vision is alive and that she has a happy life... while we all (including her) know that it's a lie.
Stage 2: Anger...
We can see this whenever her Hex is threatened (first by Monica, later by S.W.O.R.D ) she lashes out with her power to protect the little world she has created. (Sure she doesn't kill anyone but that's mainly because she is a "hero" and a show where the hero kills innocent people won't sit well with many fans).
Stage 3: Bargaining...
Bargaining is pretty much a "what if" situations, when you are no longer able to deny that there is a problem you start to think...but what if I can fix it with this? Or this? That's why she was so easy to accept the new Pietro even though he looked nothing like her real brother... she wanted it to be real because if that was real then why could the rest not be real?
Stage 4: Depression...
This is later seen in the more modern setting in the show, where she has trouble getting out of bed and starts to slack off more and more towards her family. At this point she is forced to face her true feelings.
Stage 5: Acceptance...
At this point she has accepted that Vision is dead and her children aren't real and that she is alone... she needs to to be able to continue with her life because without acceptance she would live a lie and would never be able to be truly happy.
So the reason why the Hex got completely stopped is because it is the natural conclusion of her journey to be able to move on with her life and accept what has happened.
It's possible she did ...
In a post-credits scene, we see Wanda at a remote cabin, sipping coffee. When the camera moves inside, we see an Astral Wanda poring over the book she acquired from Agatha (in much the same way we saw Doctor Strange do so in Infinity War). There's a strange voice-over that happens, where we hear the boys yelling for her to "Help us! Please!". After a brief moment, she waves her hand across the screen, cutting off their voices and ending the scene.
