"Stories that spark effective sequels do so [...] because there's more than one good story to be told in the world they've created." - Ansen Dibell, 'Plot'
... but after a writer comes up with a world where more than one good story waits to be told, he isn't obligated to tell any more. By all means, write in and tell him how much you loved that world and story, and how disappointed you were to hear no more are planned, but when you start to get irate or accusatory, you're just making a gluteus maximus of yourself.
Any time you publish a really good standalone volume of speculative fiction, I think some readers will see obvious potential for another good story, so there will be many who feel disappointed when they find out you have no plans to write one. I love huge worlds and epic multi-volume series that practically generate thousands of character possibilities by themselves, but I think someone does need to make a stand and get plenty of one-off works out there. If there aren't any stories that stick to one book under 400 pages, it will get harder to attract the new casual reader to fantasy & sci-fi. They'll all be intimidated away by the huge pile of reading they have to undertake to "get the whole thing."
So I expect to be somewhat disappointed at the cutoff when I finish Elantris (it's sitting in my to-read pile now), but at the same time I can also support the decision not to automatically do a sequel.