The Expansion doesn't happen automatically when you complete the final expansion mission, it needs a few further steps, so don't worry that it hasn't worked if you don't get an explosion of space when finishing the final mission.
You need to take a few more steps in the Land Office...
Click the Office and select "Go Inside".
On this screen craft the required Land Grants:
29x29 - 1 Land Grant
33x33 - 2 Land Grants
35x35 - 3 Land Grants
37x37 - 4 Land Grants
39x39 - 5 Land Grants
41x41 - 6 Land Grants
43x43 - 7 Land Grants
Exit, and click on the Land Office again, this time selecting "Buy Land".
Although mine is locked (I've still got missions to finish) YOURS will have a buy button underneath the Homestead icon for the expansion you've just completed, simply click that to have Jack pop up and expand your borders, costing you the Land Grants as he does!
