Reading this last issue, it’s like Willingham wanted to write himself into a corner so no one would ask for another Thessaly series. He just stops the series, sort of admitting defeat (or disinterest) on the last page. I suppose he foreshadows the ending earlier, when he’s got Thessaly freeing all her minions. These are interesting characters—at least, amusing ones for a few pages—and Willingham is only showing us the end of them.
Maybe the Sandman spinoffs were winding down and they didn’t think anyone would want another series. Given the way he handles this one, it’s a fair assumption, but the McManus artwork still creates a lot of good will for the series.
And isn’t as though Willingham’s writing, on scene level, is bad. His dialogue is good, his plotting is just a disaster.
Successful limited series often have this type of disinterested sequel. It’s very unfortunate.