We live in a sad era, partly created out of our own insatiable lust for sequels. It's the era of the tentpole film, the time when everyone and everything is eyed "as a possible franchise." You spend your money for a ticket just to watch for the promise of a sequel -- and you better hope the film makes millions upon millions of dollars or you may never get it!
Take Star Trek. I really, really enjoyed Star Trek. But on repeat viewing it feels more and more like a pilot episode. It's a very good pilot episode, mind you, but now when the credits roll I just really want to know what it's all for. The entire film will collapse if there's no sequel, no reason for the crew to come together. It doesn't stand as firmly on its own two feet as it should. Now contrast this with Star Wars: A New Hope.
You've never met Luke Skywalker before. You don't know Alderaan from Pluto, and you've never met a Jedi. You have no idea who or what the Empire is, or why the Rebellion is fighting against it. But the film manages to introduce you to all of that and wraps it all up in a self-contained adventure. Sure, we all love The Saga. But if there had never been a sequel to Star Wars, you could have lived your life comfortable in the knowledge that the Death Star had been destroyed and the Empire with it. Heck, even Han Solo's wink suggested he and Leia were hooking up later. There were possibilities, but no loose ends. There's a big difference between the two.