LPT: If you're dining at a restaurant that's closing, either pay your bill or move to the bar. The waiter is waiting for you so they can go home.

If you see that you're among the last people in the dining room or are the last person, you've got a waiter that's waiting for you to finish up. Waiters can't tell you that the restaurant is closing, but you staying there chatting is preventing them from going home.

Paying the bill can allow the waiter to collect it and cash out at the end of the night and go home. Some places require the waiter to stay until the last table has left. You can move to the bar and continue your conversation as the bartender stays until the restaurant closes completely.

Edit: I should also say another option is to ya know...go home. I was trying to recommend other alternatives so that guests can still enjoy their stay.