That’d be nice. There’s certainly an ideal space between “everything resets to normal by the end of the episode and the events, no matter how weird or traumatic, are never so much as mentioned again” and “every episode the characters get a piece of the key they need to access the final boss at the end of the season”. I feel like Deep Space Nine pulled this off pretty well. Characters and their relationships grew and developed, sometimes people died or were traumatized and future episodes would acknowledge and explore it, minor characters would turn up again sometimes in an episode down the road, and the show had large story arcs while still having most episodes be self-contained adventures that had their own ideas and messages separate from the larger picture.
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