I don't know anything about what's going on with Sylvia Day's series, but I do have the first 2 books on Mt. TBR. I gather it is going to stretch to 5 books now? If I'd known that, I never would have bought the first one. It's hard enough for me to swallow a trilogy.
I don't mind series in UF due to the the worldbuilding and adventure arcs, but in romance I'm really hating the trend toward serialization and stories told in several parts, especially since most of them would fit in one book if they just had a decent editor. I'm getting to the point where I'm refusing to buy any of them. The good news is that will really help my book budget.