Exactly, which is my biggest problem with the sequel too. It just wouldn't have the same impact and be as effective if they decided to continue the story, and I think it'd take away from the originality and impact of the first one. Sure, we don't know why the monster was there, where it came from or what happened next, but we don't really need to, and besides, doesn't that make the whole thing more un-nerving? Leave it as it is!
I loved Cloverfield, and I firmly believe that it reinvented its genre, partly due to the script, the camerawork (which was AWESOME) and the entire way the concept was executed. Brilliant.