How can I add pages after the module assessment, but still stay in the same module?

One way to do this would be to use the Master pages feature to customize the end screen and add a button to open a page in a lightbox. You could then use target pages (or other pages) and open those page(s) in the lightbox. 

A second module though is often the easiest way, but just depends on what the overall goals are.

Since the assessment is auto-generated at the end of each module I do not think this is possible. But it all depends on what you are trying to achieve.  Often times there are workarounds for special scenarios/cases.