The ending of the last-released HL2 episode had a very “to be continued” feel to it, but more importantly, Valve has made statements about future releases moving away from “the episodic format” to “smaller releases” and possibly returning “to genuinely scaring the player,” but it all seems rather dead now. This section in Wikipedia has some relevant sources: https://en.wikipedia.org/wiki/Half-Life_(series)#cite_ref-37

Probably the funniest / saddest / most hopeful part of the whole saga is that at some point, a group of fans organized a sit-in at Valve HQ to plead for a commitment to HL3 :)