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There are series and series. I don't mind the ones that use the same characters and setting but wrap up the story by the end of the book. You can stop reading them any time you become bored with them and not miss out on the conclusion of a story. The Discworld books are like this as well as the Xanth books and many detective novels.
Tolkien had it right. He had a vast store of tales, legends and history set in Middle Earth but didn't feel compelled to tell us everything that he knew about his world in The Lord of the Rings. The hints and allusions made his world seem vaster than a detailed explanation of everything would have.
It could have easily gone on and on for several volumes.
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