We read a total of 5 Megillot during the course of the year. AFAIK, none of the others have a blessing after its reading.
What makes Esther unique that there is a blessing after reading?
The Shulchan Arukh (in O'C 692:1) writes:
ולאחריה נוהגין לברך: הרב את ריבנו וכו. After [reading the megillah] it is the customary to say the blessing harav et riveinu etc.
The Mishnah Berura (#4) comments there:
כי בגמרא איתא דברכה דלאחריה תליא במנהגא במקום שנוהגים לברך יברך ולכן כתב המחבר דהאידנא נוהגים לברך
This is because the Gemara [Megillah 21a] states that making an after-blessing depends on the custom. In a place where it is the custom to make the blessing, one should make the blessing. Thus, the Shulchan Arukh writes that nowadays it is the custom to make the blessing.
The halakhah on the after-blessing comes from a mishnah dealing specifically with the mitzvah of reading Megillat Esther (on the same daf where we learn that one must recite a blessing before performing a mitzvah). Although some communities bless before reading other megillot (cf. B'Y, O'C 559), there is no mitzvah to read them. If there is no mitzvah, all the more so that they not need to recite an after-blessing that is only customary for actual mitzvah readings.