The reason for your lack of success with growing morels on purpose is because they must grow in association with tree roots, usually dead and decaying ones. They cannot just grow in soil, and absolutely refuse to grow indoors. They most definitely need a warm-cold cycle in order to know to fruit (just like trees do!), and there's probably also some sort of chemical signal in the soil that encourages them to produce their fruiting bodies that we call morels. Be careful if you eat a lot of them, though...they are hyperaccumulators of heavy metals, and some contain dangerously high levels of mercury, depending on where you find them.
Thanks for your comments. I actually did plant the morel spawn outdoors--under our apple trees, as I'd read that they like old orchards. I was following instructions from Paul Stamets book, and can't locate it at the moment, but believe that wood ashes were also involved! Perhaps the problem was that, as you mentioned, morels prefer decaying roots and our apple trees are still young.