I would def. bleed the rear brakes too. i did a caliper change on my VW for only 1 tire but because a lot of fluid spilled by accident while doing it, I think i let the MC run either low or empty before I put in some fluid and air might have trapped in the other lines too. I got symptoms like yours even after I had bled the one caliper I had installed multiple times. Eventually I bled the other 3 calipers and sure enough, two of them had some air in them. That solved the problem. I don't know the system well enough to know if air can get trapped in other lines or not, but it worked for me.
Also, make sure you are doing the procedure correct. Open the bleeder screw while there is pressure on the brake pedal . Then tighten it before letting go of the pedal. That way, no air is being sucked in through the bleeder screw opening.
Hope it turns out ok !

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1987 190D 2.5 Non-Turbo , automatic
Currently fixing : diagnosing vacuum functions,
, fuel leak at injectors, Dash Re-covering , speaker replacement with aftermarket amp and new wiring, generic keyless entry system .

Future projects :, antenna , Transmission modulator pressure adjustment or replacement... more to come...

Fixed : Windows, Ground wiring cleaning, random transmission kick-downs.