If the interviewer says "We have other interviews to conduct and then back to you in few days", is it a bad sign to not get the job?

It's not a bad sign at all. If they have more interviews arranged, they wouldn't be doing their job if they didn't interview them. They don't just hire the first person suitable for the job. They hire the best person for the job! This may still be you - or it may be the next person to be interviewed.

Be patient, and they should let you know one way or the other!

As an interviewer, we have been instructed that we must never say in the interview whether we're going to take them or not.

Suppose we do want them. The interview process also includes the manager, the technical interviewer(s) and the HR representative all comparing notes afterwards, and possibly then passing the best candidate's details to the next level of management for sign-off. We can't do that with the interviewee present, and we can't very well make them wait around. And if the interviewee has gone through an agency, technically the request to hire has to go through them.

And suppose we don't want them. If we say straight out in the interview that we're not going further, we're leaving ourselves open to the candidate getting unpleasant with us. We don't want our staff getting abused or possibly attacked during an interview. So rejections happen at arms' length, by phone or post.

It is what they mean...it not bad or good.