Yep, they're done. When someone phones me - and I have had enough of talking (usually after 35 to 45 minutes,), I say 'anyway, I'd better let you go.' That's my cue to leave. Sometimes they say, 'anyway I best go, I've got loads to be getting on with.' which is a cue for them to go. 9 times out of 10, I am ready to go by then too.
As for texting/whatsapping, yeah I will sometimes say 'have a good evening anyway.' and that does mean 'I want to go now.'
And of course it's not rude. As a previous poster said would you prefer they just started ignoring your messages instead and didn't even say goodbye? Now that is rude!
@DinoWoman
You're totally right OP. I personally prefer it when I'm told to bugger off and have a shit evening. When we these people get it?
@Newusername101 and @shebuildsquickmachines (the ONE poster who agrees with the OP,) can you explain why it's RUDE to say 'have a good evening,' to try to wrap up the conversation? Would you rather they say 'I am bored with you now, fuck off!' 
Also, maybe you can answer THIS... how do YOU suggest the conversation ends then?
Sounds to me like you are wounded, and butt-hurt, because someone else has decided the conversation has ended, and you think you're too important and special to be shut down for the the evening, and YOU are the one who decides when the conversation stops!
Like, how DARE someone stop speaking to MEEEEEE! 