I think one thing you're missing is that by spending so much time setting up the characters, they can then put them in situations that create natural and generally very bleak comedy. The Wire is most definitely a long way from being a comedy, and yet a lot of what I loved it for is how much is made me laugh. But that really is something that takes a long time to arrive, so it's something you'll unfortunately miss. I'm not saying it's what you should stick around for, but it was a major feature of the quality of the writing.I honestly don't think it's that though. I know I'm coming to it late. But I stand by my assessment of the writing. It's heavy handed. I prefer to be shown not told.
But people love it, that's great. They're allowed to.