In fact, a number of kids' shows do still have an episodic format moving from location to location, but it's within the context of a larger season-long and series-long story arc. Netflix's Voltron: Legendary Defender and Dreamworks Dragons: Race to the Edge both work that way (Dragons has a permanent base for the characters, but they rove around to numerous different islands). And Dragons is basically a show about exploration and discovery, though also about defending the dragons against the ongoing threat of hunters.
On the other hand, I've thought for a long time that the best way to do a show about exploration is to spend a whole season on a given planet, allowing time to delve into many of its cultures and environments and internal conflicts, rather than just spending an hour dealing with one location or faction or crisis on a given planet. I mean, a planet is a huge place. Considering that most works of fiction ever written have been set entirely on Earth, it should be clear that even just one planet can be an endless well of stories -- so why settle for just one? Really, no true explorers would be content to spend just a few days at a given planet. They'd want to spend months or years learning all they could about it.