Does anybody know, why Lego didn't release sets based on "How to train your Dragon" movies?
I'm afraid there's no real way to definitely answer such a question; considering this pertains to LEGO's marketing strategy which is not public.
However, there are some insights we can gather from existing sets:
- Licenses must be negotiated. As such, sets from licenses LEGO already has (Disney, Marvel, DC, for example) are easier for LEGO to produce since there is already a license. However, even then, depending on the terms on the license (which we know nothing about), the license owner might have more or less control over what can be done. Think Disney approving SW minifig helmets or that kind of stuff. I don't remember seeing sets based on a Dreamworks license yet, so I don't think LEGO has one. No idea whether Dreamworks would even be willing to consider one either or on what terms. Especially since LEGO already has a Disney license.
- LEGO sets tied to a movie are usually tied to the movie release as well, as doing otherwise would probably mean poor sales. So in this case doing sets based on the 2010 movie might make little sense, although sets based on the 2019 might make sense.
- Even then, sales for license sets would be hard to predict. While there's no question SW sets are easy moneymakers, not all licenses have been successes. Think Lone Ranger, for example. Licenses with more material (more movies) might have more chances. There's probably no way to tell how much success would a How To Train Your Dragon license have, but LEGO would definitely have to weigh that in. And the conclusion might very well be that it'd be better to make more Disney sets.
- You may notice at this point that some sets have been made for long-past movies seemingly in contradiction with all I just set, such as Back to the Future. These are interesting exceptions because they come from LEGO Ideas - which means LEGO knows there is some kind of support for a potential sets (10000 fans have vetted it after all) and that a preliminary design is already done. Plus, it's usually only one set so the risk isn't too high and it's a good entry point for LEGO to acquire a new license. Even then, a lot of LEGO Ideas candidates are rejected, and it's etirely possible some are because LEGO can't secure a license.
Still, this is your best bet: if you want How To Train Your Dragon sets... go design some, propose them on LEGO Ideas, and try to gather as much support as you can.