They released the Tumbler for the first movie.
Nope. The Tumbler was part of the "Joker's Ice Cream Surprise" set, which came out in Summer 2008. LEGO didn't start making Batman sets until 2006, the year after Batman Begins came out. So both the Tumbler and Bat-Pod LEGO sets accompanied Dark Knight.
As for the rest of your post, I heartily agree, and would LOVE to see an Adam West Batman, Robin, and Batmobile. Not to mention a Batgirl with her own Batcycle.