I don't know if he saw it as necessary to built a new one...and how could he make a new one, with no technology. Yoda is not a lover of using lightsabers. He's not a fighter, a warrior like he points out in ep V. So if he lost it, he would first see it as unneccesary to make a new one...second he wouldn't be able to make one. I just doubt the fact he lost it.
where do u get that yoda dosent "love" lightsabers?
i think his personality makes it that he would rather not use it, but he is the most skilled swordsman in the entire order. i think that means he uses it it quite alot (practice etc.) so jusy because he would rather not use it does not mean he does not like them.
i do agree however, if it were to get destroyed he would not be able to make another one even if he wated too (unless he left dagobah) and even if he did im sure that palpatine would have all the locations where you can find the crystals that go into the saber guarded. so if yoda losses it in Eps III then he dosent have one in IV and V.