The shows are essentially literary television, which, like literary novels, often let themselves off the hook for having a story that goes anywhere. But unlike literary novels that exist between two covers and have a beginning and an ending by virtue of the format, literary television just goes on and on until its canceled.

Apt observation. The only one of the series you mentioned that I watch is Mad Men and I would say that there is some plot there on both the character and overall level. But it is certainly a slow moving series and it's more focused on moments than overall pace.