Lenya's story isnt finished and will be continued/eventually finished in a future update.
The reason v0.10 is starting Cecila/Violet content is because act 2, which the game currently is in, is focused on Lenya, Cecila, Violet and Jasmine romances.
I want to get all these girls romances started before I get deeper into act 2.
When I finally finish act 2, you'll get closure on all these girls and their stories, before I then move onto act 3.