It might be helpful to consider what "trilogy" is meant to represent: it is a three-part work that, if not originally conceived as three-part in structure, is made to retroactively work that way.
We will perpetually have difficulty agreeing on whether a particular grouping of Dylan albums is a trilogy or not because Dylan has, so far, not structured works in this way. His strength is in vivid juxtaposition between lines, not on the conceptual big picture. No doubt, then, that he retains clever and striking lines when he encounters them and puts them in "the box" to be later recycled in his songs or Masked and Anonymous or Chronicles. However, Masked and Anonymous illustrates my point, in that there is not a particular brilliance to the narrative of the script that made use of the, at times, brilliant lines. In fact, according to Larry Charles, Dylan was not involved in the plotting, but he handed Charles the lines and character ideas and Charles assembled it into a workable narrative. Similarly, it is not the overall conceit of most of his songs that is brilliant, with some obvious exceptions. Even some of his more noteworthy songs that aim for a big picture (e.g. "Black Diamond Bay") are co-written. This is a generalization, obviously Dylan can pull off a great narrative song with the best of them, being one of the twentieth century's great songwriters, but it is not his most obvious gift.
Given that the strength of his songs is in the lines, it is not surprising that he does not structure whole albums as multiple parts of a conceived, singular work.
In fact, I think a case could be made that just as he has a great gift for the juxtaposition of lines, he has a great gift for the arrangement of songs in the sequencing of his albums. Few people discuss this, but it is often inspired. However, it is obvious that the songs are written separately and then arranged after the fact, with perhaps a few images changed to make the songs of a single album relate more to one another (I am thinking, for example, of the use of "moon" in the Empire Burlesque album). This only strengthens my point, he creates the work (song) and then arranges it to make a satisfying album, perhaps even rerecording it with a lyric change. He does not preconceive his albums as works that relate or build upon their predecessors.
He has obviously written some songs that are "follow ups" or sequels to other songs (e.g. "You're a Big Girl Now" is an obvious sequel to "Just Like a Woman" and "Trying to Get to Heaven" plays with the refrain of "Knockin' on Heaven's Door" and there could be some playfulness with "Sad-eyed Lady of the Lowlands" and "Highlands," however oblique, and maybe "It's All Over Now, Baby Blue" and "Never Say Good-bye." But, this does not occur between albums...at least to my perception.
There are a few pairings of albums that are recorded so close to one another and share such obviously similar intentions (even recorded in the same studio and with the same producer) that it is natural to group them together and identify common traits: Freewheelin' and The Times They Are-A Changin', Nashville Skyline and Self Portrait, Slow Train Coming and Saved, and World Gone Wrong and Good as I Been to You are the principal ones I can think of. Maybe Empire Burlesque and Knocked out Loaded also.
But, even the so called "trilogy" of Bringing it All Back Home, Highway 61 Revisited, and Blonde on Blonde does not seem like a trilogy to me. Viewed from the perspective of his 50-year oeuvre, in which the vast majority of the albums have included electric guitar, the shared presence of the electric guitar, bass, and drums on these albums seems even less of a point of unity.
Actually, the songwriting is very different on them. The poster who connected Bringing it All Back Home to Another Side of Bob Dylan, I think, had it more correct. Dylan changed his songwriting dramatically with Highway 61 Revisited and, even though it and BIABH were recorded within six months of each other, to me they represent different points of his songwriting evolution. In BIABH, Dylan is still using flights of fantasy to rebel and soar free of society's conventions, as his lyrics in ASoBD also indicate. However, in Hwy61, he seems fascinated at observing a scene or person from a number of different angles, and each verse seems to represent a different way of viewing the same person or situation: nothing is changing but the viewer's perspective.
On the other hand, BoB exhibits far more concern with inter-personal relationships than Hwy 61, which is more filled with social criticism, even when within the context of a song that is directed at a person (e.g. "Like a Rolling Stone" or "Queen Jane Approximately"). Granted, there is social criticism in BoB ("Leopard-skin Pillbox Hat") and relationship songs in Hwy61, but I think my general observation holds up.
I'll leave it at that. Pardon the length of the post.