Nobody knows.
It has been suggested, that Bach deliberately left Contrapunctus XIV unfinished, in order to challenge others to finish it. Not very likely in my opinion.
It has also been suggested, that there was a manuscript version of Contrapunctus XIV which actually was finished, but the last page was lost (after Bachs death I suppose, but before the printing plates were engraved) and so the last page could not figure in the printed version. Maybe, maybe not.
Of course Bach had some ideas about, how he would finish Contrapunctus XIV, before he began the notation of it, but if it is true, that he intended to make it a quadruple fugue using the three themes from the surviving Cpt XIV and the main theme of AoF, he might perhaps not have worked the conclusion out in every detail, maybe he only had worked out the thematic parts and not the interludes, and only in his head.
I am rather sceptical as to this idea about Cpt XIV intended as a quadruple Fugue. I think the main theme of AoF sounds lame, when it is combined with the first theme of Cpt XIV. And nobody knows, if Bach had planned more Contrapuncti. His name in notes occurs explicitely as early as in Contrapunctus VIII, so his name in notes did not necessary mean, that the work approached its conclusion.
So there are lots of loose ends, and it is sad but also intriguing, that this the greatest work of music in the entire western civilisation should be left incomplete.