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If you've finished all of the available tasks, then the project should be appearing to prompt you to take further action on it.

The earlier comments refer to the fact that the projects will appear in context view when "Remaining" is selected in the same way as any other blocked tasks. When the filter is set to "Available" the projects are hidden in the same way as other unavailable tasks. Once you complete all of the actions in the project, the only "action" left is the project itself, so you need to check that off to complete it if you're truly finished the project, after which it should disappear.

Alternatively, you can enable the option to "Mark complete when completing last item" in the project properties (in the inspector) and the project will automatically be marked completed as soon as you check off the last item, thereby not showing up in the context view available filter since it's already marked as completed at that point.