I'd say it's something that you wouldn't go crazy missing out on the full experience, but it can be appreciated when you do have it all. It's still more similar to a network drama than it is some expansive movie. Note, I do say that having only seen a few episodes. It was great, but I rarely binge and sometimes something else grabs my attention. And I have a large backlog of shows to watch now that, after the holidays, my schedule is light. /digress
I think you'll be happy either way. When it's more convenient for one approach, you'll be happy to watch it either way. It won't be like watching a massive loud movie production on a stereo TV.