When an audience enjoys something, whether a movie, play, or novel, they want more. Always. The feeling of being inside a familiar world they once enjoyed gives the perception that they'll love anything that comes out of that world. The problem is that expectations don't always match with reality.
As writers, we should be very wary about doing a sequel just because the audience demands it. Sometimes we write a book with a sequel in mind. I have a couple of books where I've left open the possibility of follow-on stories, but I also have at least one that doesn't. Schism, my best seller, is not set up for a sequel. There is nowhere for the story to go, or at least not a way that I am capable of writing or which would maintain the same audience. So I need to leave it alone.
For those wondering why an author would limit himself so, it's a matter of keeping a reputation and giving the audience books and stories that they'll care about. For the same reason there are books I've written but not released, some stories don't need new stuff - they'd be bad, and the audience would tire at that. It would also eventually hurt future stories because now the audience would look at what comes out with a jaundiced eye.
There are lots of areas where this conclusion holds. Think about wrestling, for example. The local wrestling show brings out the midgets and big-boobed women, and they sell out the arena. So the company brings them out again. And again. And again. The crowd grows bored as the novelty wears off, and soon the entire company is playing to empty arenas. In another, I love the Calvin & Hobbes cartoons by Bill Watterson. I get lost in these comics. Reading Watterson once, he mentioned he leaves a lot of material from ever seeing the light of day, and I initially felt cheated. However, would I hold the same wonder if he kept pumping out stories, only for them to be sub-par?
Many clamor for another Harry Potter book, or something new from Max Brooks in the World War Z realm, but these are not set up for new work. Max Brooks finished the Zombie War saga, so where does he go next? Harry Potter was about Harry Potter at Hogwarts, so books about his kids lack the main character, and any story beyond Voldemort lacks the gravitas of the originals.
Enjoy the work, but stop producing sequels that don't work. Your overall portfolio will suffer, and the audience will grow to hate you. Leave them wanting just a bit more, and they'll almost always come back.
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