Yeah, and Dante also made that "Say Hello to my son" line afterward, so while you (and other people, I guess) want Dante to finish the job, by in-universe terms, Dante already did that. The Jackpot shot with Trish's power was his grand finale, that's why his attitude in 4 is so careless and he does the whole "passing the torch" thing to Nero regardless of Mundus's actual status as dead or alive, 'Mundus Vivendi' easter egg aside.
IMO Mundus is too cookie-cutter an evil villain to be interesting. He stupidly decided he wanted to rule both worlds with an iron fist on some flimsy logic, got his ass kicked once by one of his best men, then focused every single effort on getting vengeance against that one devil instead of actually trying to take over the world in a more subtle manner than "send a minion directly to your archnemesis, invite him to your lair, and then patiently wait for him to kill your various lines of defense and then go so far as to kill one of them yourself just because they failed when they were asking for more power and you could just give it to them and let them finish their job". He's too clouded by pride and general pettiness for me to suspend disbelief and accept that he keeps coming back and every other devil in his world is okay with it when they could be loyal to, like, Argosax or something.
