Source - http://www.comicbookresources.com/?page=article&id=39721
Quote:
"When I finished writing THE SANDMAN, there was one tale still untold. The story of what had happened to Morpheus to allow him to be so easily captured in THE SANDMAN #1, and why he was returned from far away, exhausted beyond imagining, and dressed for war. It was a story that we discussed telling for SANDMAN's 20th anniversary... but the time got away from us. And now, with SANDMAN's 25th anniversary year coming up, I'm delighted, and nervous, that that story is finally going to be told,” said Gaiman.
=D