Yes. A film to end the series and tie everything into the beginning of Episode III. I'd have enjoyed that.
The Tartakovsky microseries from ten years ago depicted Anakin and Obi-Wan and the moments leading up to the Battle of Coruscant and the beginning of Episode III, but that show has been effectively decanonized by now, at least partially. They could have rewritten the Jedis' adventures in the Outer Rim Sieges just before and as Palpatine is kidnapped and they receive the orders to return home to Coruscant for the battle and rescue mission.
It could have been a lot of fun, but oh well. Disney has other plans.