Even if they do someday stop using third party brands for sets, it will only be to replace them with their own brands. Take a look at the new Lego sets like Ninjago and Chima. These are as branded as the Star Wars ones, the brands simply happen to belong to lego. They also have toys and TV shows and games attached to them, as well as a whole backstory. This is arguably what they should have done in the first place to not find themselves in a position where they needed someone else's brands. The reality is that it is very difficult to sell an unbranded toy nowadays. Imagine making the same request of other toy companies "I wish they made a generic knight toy", I know these exist because you can find them in non huge toy stores, but it's hard to compete with something that has a comic book, TV show, and movie attached to it. I don't know if its necessarily a bad thing, there are pros and cons.
Their in house brands are really well developed product lines. They come with story lines that advance from year to year as the set goes along, and have associated comic books that are sent free to children that request a subscription. Does a great job creating brand loyalty. They also have mini theme parks and play centers set up in many major cities.
