because it doesn't have to end on an a minor chord just because it is in a minor. The piece ends on the dominant, e major, which still implies a relation to the main key (the piece starts and ends on the dominant, but it's all about the tonic).
There are many pieces that start or finish in another key than the main key. Example: First movement of Scriabin sonata no. 2 (G# sharp minor -> E major), Chopin's balalde No. 2 (F major -> a minor) to mention just a few.
I think you should look at it in the context of the entire work as well. The following piece, "Knecht Ruprecht" starts in a minor as well and he might want the ending of the Sicilienne to prepare for that (maybe he intended the pieces to be played in succession).