I found the whole episodic concept amusing at first, but to be perfectly honest I prefer the normal approach to making adventure games. Episodic adventure-games is just too limited in my opinion. It feels more like 5 separate games rather than one coherent story; each episode tends to have its own mini-story that doesn't necessarily tie in that well with the game as a whole.
You have small locations as opposed to a large game world to explore.
You can't have multiple endings or a story that branches depending on the choices you make in-game.
Non-episodic games make for larger games with more opportunities.