Every company listens to fan feedback! ^-^
However, there's a few reason why most of what you named didn't make it in future games. They can't make the same game all over again because fans liked it. They have to make something new and unique that adds personnality to each of the Pok?mon games. Otherwise it would be the same game all over again, with a different map and a bunch of new Pok?mon.
Some features like the Pok?mon walking around with the trainer in HGSS are due to console limitations and time limitations. With the increasing amounts of model to make and animate, I understand why they'd rather put their focus elsewhere.
As for the post-game, while it is super annoying to have nothing to do once you beat the league, they probably see that most users stop playing before getting to the post-game content, thus making that content mostly useless. It may also be due to time constraints and the post-game is the first thing that gets cut.