Besides, other than Nintendo, who would even make such a thing? (And it should be noted, Ninentdo has two entries here - they're still producing the 2DS XL version of the Nintendo DS.)
Sega's got out of the hardware business, thanks to Sony's shenanigans. Microsoft has a portable gaming system with the (x86) Microsoft Surface. Not a "true" console, as it runs windows and not a heavily locked down GameOS, but some would consider that a plus.
Sony stopped production on the PSP Vita only earlier this year, so it's only freshly dead and shows Sony hung onto the idea of a true portable console for as long as possible.
An interesting entrant into the area, though, is Nvidia, with their Shield. Discontinued, it was still an interesting product. Thing is, it leaned on Android for its operating system, but that's not to say smartphones killed "true portable consoles", but that Android broadened the base upon which portable consoles could be made. There are a handful of handheld game devices that could not have existed before.
Other manufacturers may have stopped building them, but that's because (with the exception of Sony's PSP) Nintendo's handhelds are the only ones that have ever really been successful.