It isn't just this day and age of wanting it now. Television series all through the history of Television have had series where it starts right in the middle of something, and establishes as it goes along.In this day and age of insta I want it now, no one appreciates the slow torch anymore. The only fantasy/scifi show that seems to have gotten away with long term buildups in recent years is Game of Thrones, and even that is catching a lot of flak because the payoff's so far have been a big letdown according to many (I happen to agree).
In fact, many series I've watched are like that, and ones that have this desire to slow burn and build an overwrought story from the start just don't hold interest as much.
Even though LOST had a disappointing finale, it started right in a gripping situation and took you along while giving you the background as you went along. And last I checked, it was immensely popular across the board.