Are you referring to it having saved your game so that when you load you can walk around and see what happened after you beat it? If so, don't worry, because it isn’t supposed to save your game after beating Ganon in OoT. I believe it's the same with those DS games.
After defeating him it goes to a cutscene and the credits, and that’s all there’s supposed to be. The game doesn’t automatically save because there is no second quest or walking around to see the results of what you’ve done. It should be loading your game to a point before the fight with Ganondorf begins, even if you saved while fighting him.
There are some games in the series which can be saved after beating them though. In OoA & OoS you can save at the end of either one, and though I can’t quite remember I think it depends on which one you beat first. It makes sense because of the linked game able to be played between them, and the password system in them.
Aside from that, there are some games with a second quest available after beating them. They are The Legend of Zelda, The Adventure of Link, and The Wind Waker. A second quest is replaying through the game with some differences. So, the DS games didn’t save afterwards because I'm pretty sure there is no second quest for them.
I hope this clarified things. ^^