Gregory's ServerI read a story a few years ago with a similar theme. Aliens arrive, do inscrutable stuff, and leave. On the way out of the solar system, they turn off the sun. The last line was "Presently it began to get cold." I don't remember the author. It was in a year's best anthology.
I've contacted the Merril Collection of Science Fiction and Fantasy at Toronto Public Library and if I get an answer, I'll post it here.