Believe me, my friend, I feel your pain. However, there's a couple things you need to be aware of:

1. Ninjago, like many Lego properties that aren't licensed, was originally intended only as a three-year theme. As such, those six sets were going to be the last ones we got. However, the theme proved unexpectedly and overwhelmingly popular, which prompted them to continue the theme and it's accompanying TV series. 2. The TV series is derived from whatever sets Lego comes out with; Lego doesn't create sets based on the TV series, unless I'm utterly misinformed about the process. As a result, the show's creative team includes the actual sets as best they can but then implements a lot of their own ideas, which typically only see life as fan-made MOCs. Season 2 was neither the first nor the last season where this occurred: several season one creatures and characters have yet to appear in physical sets, and the Overlord Dragon has companions in nonphysicality in the forms of The Preeminent from season 5 and the Colossi that's apparently showing up in season 8, among others.

Believe me, I'd love to see Garmadon's mech from season 2 as a set, along with the Overlord Dragon and various others you mentioned. However, it does come back to the fact that many of those elements were things the Hageman Brothers and other creatives derived from the sets, rather than Lego creating sets based on the scripts the showrunners came up with.