There are 2 main models for television "dramas". One is the Star Trek model. In this format, each episode presents a conflict, and by the end of the episode, that conflict is resolved. The characters are dynamic throughout the series because each new experience helps them grow and change, but they are without "secrets". The audience knows and enjoys them from the get-go. The second model is the Lost model. In Lost, the characters each have a back-story that is secretive and unknown. Each episode we learn more about them, but never enough to know the character. And meanwhile, the plot meanders along without too many concrete conflicts, or a meaningful direction. It's more about the people than the plot.
Many shows follow along these lines and try to combine elements of both and blur the lines of distinction. But there you have it.
Atleast we got the Serenity movie to reveal some of those tantalizing secrets.