i think it was because of clock speed limitation for native processor. instead of continuing p4(speed up to 3ghz) they introduce new clocking technology which is known as 'core' therefore dual core was born and quad core with memory controller
As far as I could remember there was a Pentium 5, unfortunately it is so expensive no one can afford to buy it and the specs there is no special about it, in terms of speed and ability pentium 4 was still the best and affordable.