They brought it down, but it didn't stay down. It reformed and came back. Not only that, but Ben Solo's fall to the dark side appears to have ruined their "happily ever after".
Having seen TLJ three times now, I've more or less come to terms with things. I had no real issues with Han's story in TFA, and I think Luke redeems himself wonderfully in TLJ. It's just Leia that I'm left wondering about, and that mainly because Carrie is dead, so how they're going to wrap her story up is anyone's guess. I kinda wish they'd just let her die when she got sucked out into space (but I can see that it wasn't the right time in the story).
As for the First Order, I wonder how people would've felt if, instead of a reformed (but less powerful) Empire, the new trilogy sported a more intergalactic threat like the Yuuzhan Vong. I can't say I was a fan of them in the EU, but they did make for a (much-needed) change of pace.
That being said, I'd love it if they'd jump back in time to the Knights of the Old Republic era. They've been sprinkling little hints here and there, in the Rebels show and elsewhere. Apparently there's a necklace in Luke's hut on the island that belonged to a "Jedi Crusader" (according to the Last Jedi Visual Dictionary), which some people think means Revan.