On reflection, the quest is a classic work for an episodic story structure. Aristotle may still be right about its being the worst form, but there's no denying that if you are on a journey, you have impeccable reasons to have a monster of the week.
I was wondering if it was the lack of vistas and borders, to show that there were always going to be more marvels and monsters. It didn't help that every story was introducing new races or magics or creatures that the main characters always recognized at sight. (Even a bumpkin who had never left his village before would learn quickly about the prospect of problems, and even ask about them.)
It's probably a factor, but it also doesn't help that they are on a time crunch. The woman searching for evidence to clear her name, the man who wants to find his father, the family looking for the gate back to their native world may desire it strongly, but it's not a time crunch. They can be grimly resigned to the way every stop on their journey gives little of any sign in progress.