Well his plan failed, his dream was a lie and Kaguya was stronger than him. Not to mention, the manga only has app 2 months left. Did you all really expect Madara to return as a villain now? At most i thought he would come back, get talk no jutsued and die in peace and it sort of happened. I am glad he still didn't give in to it and it wasn't naruto who talked to him.
Kaguya was the final villain in the sense that she was an obstacle, a divine entity, a force of nature. She was boring but i guess she was just there to make team 7 even more legendary and cement their impact on the world. Madara was more human and he was linked to the characters, along with Obito. He was used to show that as great as he was, he too, was a slave to the order of the shinobi world. He wasn't supposed to come back and try to continue being a villain.
Also he wouldn't be able to beat the sage, naruto, sasuke, the hokage, kakashi, sakura and the alliance.