The characters grow over the course of the series, their actions (usually) have consequences, and plot points don't just drop when the episode is over.
you could say the same thing about TNG. for some reason people act like the things that happened in TNG had no consequences or continuation...
what about introducing the borg in season 2, which was a consequence in itself of Picard's constant gloating about humanity to Q... and because of Q's actions, the Borg become aware of the federation, and they are trying to assimilate them for the rest of the series and beyond. Going back even farther, in even as early as season one's coming of age... Picard is under investigation for all sorts of things that happened in prior episodes. they make specific references to several past episodes... and this story continues later in conspiracy (which was originally going to be the start of the borg, who would be insects, but this was changed due to budgetary reasons).. daimon bok having run ins with picard in season 1 and season 7, which is almost like two parts of one story.... these are just examples of major plot points continuing in even the EARLY seasons.. There is a definite sense of continuation throughout the series, although it may not be as obvious as in ds9.
O'brien getting married, we saw his marriage with keiko grow and change with the birth of their daughter in later episodes... Troi's prior relationship with riker having an effect on her and Worf much later in the series... In Defector they reference geordi's experiences in the golondon core with the other romulan.. Data's exploration of humanity which is a constant theme throughout the series and there is a definite sense of his progression throughout many episodes... the introduction of alexander and Worf's continual struggle with balancing his klingon/human side in fathering, all the way to season 7 when alexander from the future comes back and tries to change alexander's path.. Riker realizing that the reality in future imperfect being false, when he found out about Minuet, who was a hologram from season 1...
Of course then there's the obvious big stuff like Worf's actions affecting his reputation in the klingon empire and the consequences of that rippling throughout the series as well as ds9... or when Picard is assimilated and this is brought up time and time again and how he struggles with this in... the flute being brought back in Lessons even explored his pain and the way the music helped him cope.. The run ins with the duras family... Tasha Yar's death and the consequences of Yesterday's Enterprise leading into several appearances with romulan yar.. continued run-ins with Tomalak.. there are lots of examples of this stuff, I could go on and on but why bother? Just watch the series and pay attention.
But for some reason, people act like there were no continuing stories in TNG. As if stuff just happened, and it was never brought up again, and nothing from one episode affected anything after. It may not have been as much of a focus or spelled out as it was in ds9, and it certainly wasn't as political, but there was a definite sense of continuity, character progression, and story arcs.. wayyy more than something like Voyager which came out years later
this of course is in no way to take away anything from ds9, as it definitely focused more on continuing stories, and focused on a constant progression to a larger degree, but I think people give TNG way too little credit in the same categories