easy answer, first one was a novelty, second one was a Batman movie.
I would bet they could continue with the Bats sequel and it would make money but otherwise, there simply isn't enough interest in more lego movies. I think the problem probably lies in the characters, don't think people & especially kids are invested enough in the characters, and they're not distinctive enough - unlike say the different animal characters in Madagascar, Ice age, and even smaller hits like kung fu panda etc
also, maybe I am completely wrong. but - the lego movie was amazingly well received, by adults. The things that adults loved so much about lego movie, did kids love that as much and care about it after the fact? was lego movie any better to kids than the dozens of other animated films that come out since then?