Well really the DVDs and plushies are totally done, so that they were doing good, their not doing so good now,
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But to answer your question, the action figure market is a slimer market than that of DVDs and plushies, cause usually, young kids or real hardcore fans would be interested in buying action figures.
Since Fraggle Rock isn't really what's in right now like say Pokemon, wrestling or whatever Marvel movie is out, most toy companies wouldn't be interested in making action figures of Fraggle Rock. Sure the DVDs sold well, but just cause people want to buy the dvds doesn't mean they would want to buy the action figures. You have to remember that not everyone who buys Fraggle dvds would be a bigger collector and want to spend their money on figures as well.