Actually I don’t see it as being any different than other serials. Law and order, NCIS, the A team. Even sit coms never seem to tie episodes together well.
He’s a bounty hunter who’s rejected his guild and is on the run from everyone. He’s trying to find a place and everywhere he goes he has to move on.
That part of the story continues through all the episodes just like the a-team and Dr. Who.
I get the issue you describe, the end of e5 had some buzz about who the guy at the end was but this one didn’t connect at all and dropped that buzz in the dust.
I’m hoping some characters eventually tie in again. I’m assuming they are trying to provide depth to his story arc by bringing in things from the past. I guess we will see.