Licensing was not the issue - they paid to get a TON of characters and games into that movie.
I've talked about this before, but a friend of mine worked on what became Wreck-It Ralph for years before it got shelved. (It was called Joe Jump then.) They had the characters going to all kinds of games, but it created problems related to their motivation to keep moving from game to game and how to keep the movie making sense. They could be chasing a bad guy or letting the hero learn more, but either way, how do you build a connection from the viewer to that many worlds in the short time available? Each time you hop to a new world, no matter what you're going to do, you've got to have a sort of "tutorial" that explains how that world works, what the goal is, etc. And watching that over and over gets tiring quickly. If you're just running from place to place, not learning anything about it, you're really just making a huge montage. And montages get old quickly too.
In the end, that was one of the issues that led to the project getting shelved for a few years before they brought it back and retooled the whole thing. So although you're far from the first to make that complaint, I think they made the right call in only going to a couple of places.
Now if it had been successful enough to spawn a TV series, that would have been a whole different ballgame. In that, they could have gone somewhere different each week, fixing problems in different games and such. That would have been cool.