So very true. I've tried to collect seed from a single one form many years, and never find anything good. I have to say though, that after about 50th seed, I just give up and say to myself "maybe next year". I kinda thought maybe mine was more infertile than most, but perhaps I should look more persistently.
I have S. intermedia blooming now too, and let them cross naturally if they want, but didn't get anything this year, either.
Liatris is another likely dud seeder.