Well, they've moved on to H&L The Worst, with the link being Murayama moving on from his roots in the first movie. As you say, the SWORD stuff is finished, the Mighty Warriors have taken over Kuryu as of 2021 (shown in the Warrior's Anthem video), so fictionally speaking that story is complete. And, also as you say, the actors have mostly moved on. I mean, it's close to 10 years later.
I was surprised to hear that Rocky's actor has retired from entertainment at the age of 22, but then...I look at the music videos, and the dancing they do is both easily at the top of level of K-pop group stuff AND more hyperkinetic than most of the stuff I've seen. I can see him burning out, with that kind of work and also the hours, the touring, etc.
I do recall in DTC they were kind of setting things up for the SWORD story to sort of continue with the younger group - DTC, SMG, the young guys in Daruma, etc - but that seems to have faded away and been replaced by H&L: The Worst.
All-in-all, it's not a bad ending, going out on a bang - Final Mission wasn't the most awesome movie ever, but it finished up the series, and Murayama's departure in The Worst really summed up how everyone was finally moving on. Better than the whole thing just fading away without some conclusion. ^_^