There's definitely stuff like that out there, generally the genre is called "web serials". Worm is a superhero type story that ran over a period of years and is probably the most widely known example. Another personal favorite is Scott Alexander's Unsong, which has a delightfully weird mix of religion and rationalism and science fiction/ fantasy.

I think most of these kinds of things tend to lack mass appeal, but they're out there, and when you find one that tickles your fancy it can be pretty addictive!