I'm not certain if the winner has ever not been in the main event.
In 1995 Shawn Michaels faced Diesel but they got bumped by Lawrence Taylor vs. Bam Bam Bigelow.
Rey Mysterio's title win after his Rumble victory didn't close the show, neither did Undertaker's or John Cena after his surprise return (probably because he wasn't booked to win it).
So that's Wrestlemania 11, 22, 23 and 24 where the Rumble winner wasn't in the final match.
So thats 4 out 25 and one of them was still the only World Title match on the card. Still im suprised its so many. Maybe they will bump it but i always think a World title should be on the line in the last match.
Personally i really hope its Edge/Jericho last. But i guess we'll see