One sign of a really good book or a TV series is that once you are hooked it's hard to put it down. You just need to find out what happens next. Building up the suspense and then leving you hanging is borderline evil keeping you hooked and ensuring you keep continuing to the next episode.
Of course it can be abused as well (you wouldn't believe what happens next!). Even a bad show can keep you watching the next episode and then the next one and so on if they use good enough cliffhangers. Keeping enough mystery and not revealing everything too early can lure us to watch even a bad show if there is something we really want to know. Or at least to see if it's going to get any better later.
This combined with the sunken cost fallacy often ensures that if you start reading/watching something you will go all the way to the end. Unfortunately not every series themselves go to the end so you are still left with many questions that will never get answered.