The final sequence of City Slickers II: The Legend of Curly's Gold was to end with the three amigos Billy Crystal, Jon Lovitz, and Daniel Stern catching Siegfried & Roy in Las Vegas as Jack Palance absconded with the gold. But just 12 weeks before the film's June 10 release, Crystal decided he wanted a new finale, and dropped the tiger-taming team's latest shot at immortality. ''The movie was doing great [in previews], but I was not happy,'' says Crystal, who cowrote and produced the sequel. ''I [couldn't] let the movie go out this way. The heroes have to win.'' Siegfried and Roy are not taking it personally. ''It's a fact of life,'' says their spokesman. ''It happens all the time.''