Having a planet with such huge amounts of momentum suddenly stop will look really silly. Really really silly.
And you don't think a planet with an engine on it's north pole, and one on it's south pole moving around a solar system looks silly? In any case, It doesn't have to suddenly stop, based on where it was in it's course, it could fly off out of the solar system (lost to everyone) , it could spiral into the sun (lost to everyone), it could end up in a new orbit (not lost), any of these things would look OK. There could even be a point of no return, where it would impact either way just due to it's position. Realistically, a moon looping around the sun, with engines adding thrust during the entire trip, wouldn't end up on the exact same trajectory as one where the engines cut off.
Realistically, you wouldn't call something orbiting the sun a moon. Point-of-no-return is fine as long as it actually makes sense. I just don't want anything jarring like planets teleporting to the position the game says it's supposed to be in or slamming the breaks so hard a red light comes on on the back.
Who said it started out orbiting the sun, it could have started out orbiting a planet but was targeted at a planet on the other side of the solar system. I agree though, I don't think anyone wants planets to teleport / insta-break.