This is a big part of the appeal of short stories, to me. Either the story is brilliant, or I can skip to the next one quickly; churning through a 400-page book in the hopes of it getting better later is much worse. Or even worse, hearing rumors that it gets better in book #3 of a 5-book series. I hate how current-day publishers feel the need to tell authors to bloat their books because that's what sells. When an author ends up with 1.4 books worth of material, the good answer is to tighten it up, not split it into two books.
Then again, I most love really short stories. It's a challenge I enjoy, to do as much worldbuilding as possible in as few words as I can, while still having a plot and even more to the point telling a story that's bigger inside the reader's imagination that it is on paper.
For example, here's something I wrote way back when, that Joe Stech (the editor/publisher here) published in 2016. 747 words is not even a short story!
https://compellingsciencefiction.com/stories/seedsofwar.html
I think your feeling is probably the most common one, which is why short science fiction readers are a vanishingly small percentage of the population. One of the reasons novels are much more popular than short fiction (orders of magnitude more popular) is because once you find a world you enjoy you can sit in it for a while. With short fiction as soon as you build up the world in your head it's done and you have to move on to the next one.
I like jumping from world to world more than the average person -- I'm happy getting that new, novel idea and then jumping to the next thing. I understand I'm atypical, but I think there's probably a higher percentage of people like me on HN than there are in the overall population.
I picked it up :) Your passion for it and the care you put into it makes me want to read it.
Thank you, I hope you enjoy it!
You should checkout the short stories by JG Ballard. He does a great job with the medium