Same, as one badly constructed book (or season of a TV series) can ruin the whole lot if they're all sequential.
It's become so much of a trope that it's become a pet hate. I actively avoid buying any that is "first of..." now, no matter how famous you are. The few times I break this rule, I generally regret it. Most trilogies are just a book, heavily padded. So I simply won't buy unless all are written, and well reviewed. Then, do I buy all or none.
There are just a tiny few that deserve it. Archer's Clifton Chronicles, Follett's Century Trilogy, Stross' own Merchant Princes (1-6 anyway, skip the new ones) were all marvellous and fully deserved a series. Yet most are unworthy. Song of Ice and Fire - great idea, so much padding and so little direction. Good book, awful series. I forget where I gave up. Cornwell's The Saxon Stories was mostly great, but I preferred the battle by battle progression of Sharpe without having to achieve perfect continuity or care much what order I read them.
Much prefer the random peeks into a universe approach of Sharpe, Discworld, or Follett with the Kingsbridge series where there's hundreds of years between the books. Or Adam's HHGTTG leaping all over the galaxy with continuity that can leave Marvin in a car park for a millennium. Even Charles Stross reads far better if simply ignoring Laundry Files as series. Lots of unconnected episodes and forget the underlying destination or continuity. It's the only way I can carry on when there's been two books that really didn't work. Well, more one book and one ending that failed hard.
Atrocity Archives and the other Bob books were some of the most entertaining, delightfully observed comedy fiction I've read. Nightmare Stacks didn't really join up, but was a rollicking good tale, and some interesting new characters.
Labyrinth Index on the other hand, was disjointed and unfinishable (The only book from Charles, one of my favourite authors, I can't finish). It should have been a book of Alex, Bob or Cassie. Anyone but Mhari, who might have worked here if given a red shirt to die spectacularly in chapter 2. She's not even anything like the Mhari as created in previous books.
The only way I can react to that is simply ignore as series, tuning out continuity, or stop buying.