Not the guy you're talking to, but my opinion is the only good shows spend time building their world like that. It shows the world is complex and matters. If you blow past that then your world must either be identical to ours or it isn't interesting.

My favorite show I think is Battlestar: Galactica. You have to watch a entire miniseries before it gets into the swing of things; when the episodes start. The viewer needs to be immersed in the world to be able to understand the stakes and actually care about what's happening, for any world anyone creates that isn't our own.

Idk if I have a favorite TV series but I guess some recent picks would be The Midnight Club and Guillermo Del Toro's Cabinet of Curiosities, both of which are pretty gripping from early on tbh. If both of them took multiple episodes for stuff to start happening and multiple seasons to resolve any plotlines then I would never recommend them to anybody: at that point reading books is more thrilling.

A series serves better as a collection of stories whose whole is more meaningful than their parts.