Leaving out the spoilers, I'm pretty sure I have a good idea. But yes, XIII-2 ended on a pretty massive cliffhanger and a huge "To be continued..." pasted all over it. Which is certainly an unusual thing to see in any sort of FF, which are known for having finality to their games, mostly at least. Enough to feel like you've reached a satisfying enough conclusion, even if you want more. It was clear when they made XIII-2 that they planned to have a third game, that's not the case for when they made XIII. They might of had ideas on directions to go, but aside from the mythos of the world not being well explained, there was closure for the characters. But since you've finished XIII-2, if you've been following some of the stuff on Lightning Returns, the things happening in there probably make a little more sense now.
Also remember Lightning Returns takes place 500 years after the ending of XIII-2, which takes place 500 years after XIII (I had to go check when Academia was, which is where the ending is based from). It's a little nuts to think about, but a 1000 years have passed since Lightning saved Cocoon. A long time to wait to return.
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