I mean, to some extent this is inevitable when you're writing a "serialized" drama without any sort of source material like a series of books. But Discovery in particular (too early to know for sure with Picard) seems to have said with every season "never mind what we did before, here's something entirely new!"
As many flaws as the first season of Discovery had, I would have preferred a continuation of Season 1's plots and themes. Not ending the Klingon War abruptly at the end of the season and letting it drag into the next would make the arc have a much better conclusion for example.
I feel you, totally do. I love continuity between seasons and the feeling that it is one show versus three smaller shows...but then I wasn't a huge fan of season 1 and the war in general and season 2's premiere soft reboot was pretty damn great for me. Then by the time season 3 came around and showed us all these new shiny things...this is where I'm finally like okay at least stay in the general vicinity here for now. I'm hoping that the end of season 3 wasn't as tidy as we would like to think, and there is more to season 4 than just the big bad anomaly for a whole season. I'd like to think that themes and stories started in season 3 will show up again in season 4, so its fine if the 'big bad' is not something that is spread out across multiple seasons. There's the mystery music that no one talked about after the first couple episodes, we still have Adira and Grey to expand on, and I'd really like to see Adira and Vance interacting finally. Each season might be a drastically different surface story, but we still have all the character stuff to link together these seasons, and DSC has delivered some good character drama.