In the early days of Sandman, Death made a cameo appearance in a mainstream DC superhero title. Gaiman said he didn't appreciate that, and DC left the characters in Sandman to their own little corner of the universe.
DC and Gaiman have since had some differences. To commemorate the aniversary of Sandman with a new story, Gaiman wanted a hefty paycheck, $1 mil. DC said they didn't have that kind of money up front. Gaiman pointed out how the Sandman trades continue to sell, and asked for the money to be split up over twenty years, $50,000 each. DC said no and tried to lowball him. Gaiman decided to pull up stakes. He could write a regular book, get the $1 mil upfront as an advance, still own the rights to everything, and even get copies from his publisher to do with as he wishes (sell at cons, donate to libraries, etc.). Gaiman did write a recent story for DC about the death of Batman, but nothing further with Sandman.
I bring up this history because here's the cover of Action Comics 894:
I'm guessing we won't be seeing Gaiman write Sandman again....