Before the Disney canon-cull, there was a series of works in other media (books, comics etc..) that continued the story post Return of the Jedi, but none of that was an Episode, in the way that The Force Awakens is labelled.
Lucas has been varied (to say the least) on what he saw Star Wars as. He said this around the time of the The Clone Wars animated film release (which wasn't an Episode):
The epic itself is basically about one man. You pass through a lot of
things, but you never get to look at it. [With ’Clone Wars’], we’re
not burdened by the mythological underpinnings. We get to go more
places,” Lucas said. “The story about Anakin Skywalker and his fall
into the dark side and redemption by his son, that’s finished. It was
started when he was 10, it ends when he died. There’s no more story to
tell. All that stuff is really not part of what this is.
And in 2008:
Lucas: I've left pretty explicit instructions for there not to be any
more features. There will definitely be no Episodes VII - IX. That's
because there isn't any story. I mean, I never thought of anything!
And now there are novels about the events after Episode IV, which
isn't at all what I would have done with it.
The Star Wars story is really the tragedy of Darth Vader. That is the
story. Once Vader dies, he doesn't come back to life, The Emperor
doesn't get cloned and Luke doesn't get married...
So staying true to this vision, then yes, the Star Wars episodes should have ended with Return of the Jedi.
That said, Lucas did have plans for a seventh film when he sold to Disney, but its unknown what was in the scripts as they were rejected by Disney.
Over the years, Lucas has said many different things about the number of films he planned.
E.g. we were at 12 in Rolling Stone, June 12, 1980:
So, I took the screenplay and divided it into three stories, and
rewrote the first one. As I was writing, I came up with some ideas for
a film about robots, with no humans in it. When I got to working on
the Wookiee, I thought of a film just about Wookiees, nothing else.
So, for a time, I had a couple of odd movies with just those
characters. Then, I had the other two films, which were essentially
split into three parts each, two trilogies. When the smoke cleared, I
said, 'This is really great. I'll do another trilogy that takes place
after this.' I had three trilogies of nine films, and then another
couple of odd films. Essentially, there were twelve films.