I would still get the same attachment if i played all 5 games in one sitting, dont know about anyone else but if anything its lowered my attachment waiting so long for all 5. Especially all in one you would remember the finer details of the story. I can of course see the plus side of the wait, being able to replay the game and what not.
I dont however get the idea that cliffhangers help to get attached, they are awful plot mechanics ESPECIALLY before a whole new series...i would not have expected that from telltale. Honestly wish i waited until the 5th episode to purchase it, but thats life.
The cliffhanger would not have left such a bad taste however if the end itself was better, something like i mentioned of clem meeting up with a friendly face and "We gotta get out of here".