If he made a third film, it would be for no reason but the continuation of story. He is currently looking into where the story would go and if it needs to go there. He maintained that it's very hard to make a movie of this scale (and specified he wasn't asking for our sympathy, drawing a laugh from the crowd) - it's two hard years and you gotta love it. One of his biggest fears is getting halfway through making a film and realizing it's unnecessary and he doesn't want to make it anymore. If there is a third story that needs to be told, there will be a third film, but nothing is set in stone or a given.
There's more about Blu Ray features, some kind of live on-line commentary with Nolan, and some other stuff, so it's worth reading the whole thing.