I agree, not just because I enjoyed the show, but it seemed like it was a fantastic opportunity for many of the people that worked on it. Gaiman's shit behavior shouldn't spoil the hard work of the hundreds of people involved in the show.
They already cancelled its spinoff show Dead Boy Detectives. And from what I understand, Gaiman was pretty closely involved in the production of Sandman, so continuing the show without him probably wouldn't be so simple. I'd say, just assume it's dead and done now and save yourself the disappointment later.