In the Preseed Default Finish template, it says:

cat > /etc/puppet/puppet.conf << EOF
<%= snippets "puppet.conf" -%>
EOF

If the puppet.conf snippet doesn't finish with a newline, the EOF is never found as this turns into

cat > /etc/puppet/puppet.conf << EOF
contentsofsnippetEOF

Changing -%> in to %> will stop this being a problem.