Question: At the end, why did the Turtles decide to keep their existence a secret from the public? If they are introduced to them, the city would likely appreciate them for saving the city and seeing them as the greatest heroes.
Answer: It would be nearly impossible for the Turtles to continue their crimefighting crusade if the public knew of their existence. They would become instantly recognizable international "celebrities" who were constantly in the public eye, allowing criminals to avoid and work around them.
Answer: There have been many reasons they maybe didn't want to come back for a sequel. Or sometimes actors are too busy working on another movie and it interferes with their filming schedule.