David Lynch must need money..."Hmm, how to pay for that new BMW...I know, I'll make a sequel to my most successful movie since Blue Velvet!"
Seriously, where else is there to go? The main character and entire point of Mulholland Drive blew her brains out at the end. She's DEAD. And if the hitman she hired to kill her lover did the job right (which is debatable if he's really anything like how he was in her dream), she's dead too.
The only thing left really open is how the weird guy behind the Winkie's figured into the story, beyond being a part of the one guy's nightmare (a clue to the fact that it was a dream).
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