You can't turn the loop off when kiosk mode is selected.
So do you want the slide show to end automatically? If so,
Insert a new slide.
Go Slide Show > Slide Transition. Uncheck Automatically after.
Draw an autoshape that covers the slide entirely.
Double click to bring up the format autoshape dialog.
Set fill color to 99% transparency, and no line.
Click Ok.
Right click on the invisible autoshape, select Action Settings.
Select Mouse Over tab, set it Hyperlink to end show.

(Below needs to be done for the exit to work)
Select the invisible autoshape now, click Slide Show > Custom Animation.
Click Add Effect > Entrance > Appear.
Double click on the added effect.
Select Timing tab, set delay to 0.1 seconds.
Click Ok.

If you just want to get to the black slide, your method should work fine.