They may finish the main storyline of the Heresy but I doubt they'll let the thing go. There will be more stories set during the Heresy, I bet.
I'd be surprised if they didn't do the Scouring as well after they finish the main Heresy books.
I was at a BL event in Dublin 4 years ago at which ADB and John Ffrench pretty much admitted the Scouring would be done. Ffrench in particular said he wanted to explore what Dorn and the IFs do in the wake of the HH.