For short fiction, the end is so close that you can't help but have some idea where it's going. For long fiction, I guess it all depends on whether you see yourself as writing "episodes" or as writing a "novel".
I see myself more as a novelist, I guess. It's not that I don't love episodic fiction: comic books, TV shows, cinematic universes, etc. It's just that I'm not comfortable writing that way.
Banadin, for example, clearly falls into the "episodic" camp, and he's very good at it.
The thing that annoys me (and is a very minor annoyance), is when long fiction that is CLEARLY intended to have a story arc, with a beginning, a middle, and an end, instead gets bogged down in episode after never-ending episode, until even the writer seems to get tired of writing it.
Truly episodic works, like the "Richard Jackson" saga, "Three Square Meals", "Second Chance", should probably never end as long as the authors can come up with fresh ideas.
However, there are other truly excellent ongoing works out there, "The Rise of Azkoval", "Too Much Love", "Mayhem in a Pill", that could probably benefit from the author just moving the plot forward toward the conclusion.
Actually, I may be wrong about "Too Much Love". It could actually just be a series of episodes in a soap opera. Truly amazing gem-like episodes, but ultimately not really going anywhere final. That would be okay too.