Oh thanks the memories, Jade empire was awesome. I had forgotten about it as well. Good memories flooding back now :)

Okami also never got a sequel, but not sure if that wouldn't diminish the impact / uniqueness of the game. Just like I don't think ICO nor SotC should have a sequel.

Bloodborne is great and never got a sequel.
It's probably cheating to mention Paper Mario: The Thousand-Year Door because it is a sequel already. But we've never gotten a third game in the OG Paper Mario format.
Chibi-Robo is great and for sure has never gotten an international proper sequel.

Like Okami, Grim Fandango is one of the games that didn't need a sequel.

Of the classic Lucas adventures, I'm most sorry that Loom never had the story finished. Moriarty has said there were plans for two sequels with characters from guilds of blacksmiths and shepherds.

Okami got a sequel. Okamiden

I was thinking about Republic Commando. I mean there’s plenty of Star Wars games but that one by itself never had a sequel even though it was great and had an open ending.

Project CARS, it was such a good game. They really misunderstood why that first game was so good. Really, really disappointing sequel and I'm not even gonna try the third. DiRT Rally too, they completely missed the point also and went in a much better presented but much lesser direction.

Zillion 3 and ZoE 3.

Killer is Dead.

SUDA51 action game from the 360 era. I like the game a lot. It's weird yes but it also has a less haha penis and balls jokes of NMH or Lollipop Chainsaw and is more Killer7 but something about it also reminds me of a great old anime movie from the 80s called Wicked City. Wicked City was more or less Men in Black meets Blade Runner meets Demons.  Gruesome but awesome. The game was released late in 2013, close to PS4/XBO release dates so that didn't help it. I think it would be ore liked today. Thankfully it is on Xbox BC titles and is on Steam but the Steam port works for some and not for others. If it crashes within the first level then get a refund as that's the issue. GoG is no different.

Mega Man legends 2. It ended on a cliffhanger. Mega Man is still on the moon and Capcom pulled the plug on 3 on 3DS and then blamed fans.

Bulletstorm. One of my fave FPS games and you guessed it. Ended on a cliffhanger.. We almost had a sequel but they decided to work on Gears Judgment instead. BAD CALL!

Oh yeah, just like Valkyria Chronicles, hijacked by mobile :/

Sin & Punishment: Star Successor. A gloriously insane action game that was a blast from start to finish; unfortunately the series is rather niche commercially, and so has been on hold for the past 15 years.

I also second Bulletstorm, it was one of the most fun FPS games on PS360 for me.