Something I really love about DS9 is the sense of continuity between episodes. Not just the overarching threat of the Dominion in the background connecting episodes, but more. And not just the running gags of racquetball matches and dislocating shoulders, either. Kira praying for Bareil over ten episodes since his death. Odo’s developing awareness for romantic interest/desire for physical touch. Garak and Bashir’s discussions and lunches happening in the background of normal life, and casually referred to as normal, even when it’s not the focal point of the episode.
I just get the full sense of following along in the lives of these characters, not a bunch of episodes with the same people featured. It feels like following a trail, not jumping from stepping stones.
I believe DS9 was one of the first TV shows to have big story arcs spanning seasons (other than soap operas anyway). When The Next Generation was made, obviously it was before Netflix or even DVD boxsets were a thing, so the philosophy of TV shows was that every episode had to stand alone so that people could start watching at any point and understand what was going on without having to see everything from the beginning. It meant that very little changed, or at least only did so very slowly, and at the end of each episode everything just got reset so the characters were in the same situation they were at the beginning.