I'm sure they'll do such a package eventually. You have to bear in mind that, as good as Shadow Broker is, it's still only a couple of hours (well, threeish). And while that might represent 50 % of the single player campaign of a Call of Duty game, it's still relatively bite-sized for an RPG.
It essentially boils down to what is the setup they want to do for ME3. Is it going to be (re)introducing some characters who are going to be important in ME3, or are they actually going to start following up on some of the themes suggested in ME2 and especially Shadow Broker. When it comes to ME2, I actually believe that they have a fairly in-depth plan for the 'major' DLC - certainly it seems a lot better integrated than the disjointed DAO effort...
You're not alone.
It's been a while since I've played the main game, though, and the DLC seems a lot better in this way. Well, not Darkspawn Chronicles, but still... Or Return to Ostagar... OR (argh).
Ok, Leliana's Song (or whachamacallit) is a fun little independent adventure, and the buggy mess of Awakening is a lot better in theory, but in practice calls for a lot of 'guess the developer's intent'...