They've got the Spec-V, although that's not exactly a sporty coupe.
I wonder if Nissan realizes the extent to which the 240SX has caught on in the "import tuner" (hate to use the term) circles? I tried to search through posts on a Nissan forum about the largest wheels you could put on an S13, and people kept talking about how they run 9" wide wheels with 215-width tires to give them that "JDM dorifto-style look." They even call their brakes "buraki," the retards.
The thing is 2002 was the last year for the S15 Silvia in Japan, so the only rwd 2+2 that Nissan makes for now is the Skyline/Infiniti G35. The FM platform doesn't seem to me that it would be well-suited to making an "S16" (which incidentally I don't think will be called that, since the current Skyline is the V35 and not the R35). It's a bit on the large size. Chopped down to a 2-seater (the 350Z) it's not exactly small. The QR sucks, too. It would need a serious reworking to make into an actual sports car motor.
The type of people who buy 240SXs now are stupid trend-followers with used car budgets. Those aren't the type of people who would be enticed into actually buying a brand-new version of the car. I don't think that a Silvia or 240SX would do well in actual sales numbers.
Nissan already has an "image car" in the 350Z to get people into the dealerships. Every dealer has plenty of 350Zs sitting on their lots and they're claiming to sell them at "no more than MSRP." So it's not like they're flying out faster than they can be made any more. I doubt Nissan dealers want another sports car to have sitting on lots.
Sports car buyers in this country are infamously trendy. Whenever the "next big thing" comes out everybody rushes to get their hands on one, and then sales slow down. It happened with the S2000, WRX, 350Z, G35 Coupe, EVO, RX-8, etc. There's an initial rush and then once the gottahaveit people run out, the sales stagnate. If Nissan came out with a light weight, rwd sports car at a lower price than the Z, it would most likely kill Z sales.