Why do you feel so strongly against multi-volume epic series?
A mere series simply follows a character or world such as Edgar Rice Burroughs' Tarzan books or the Conan stories of Robert E. Howard, or the Mack Bolan series. Each story tends to be a stand-alone volume but can also do the long-term reader the service of advancing the key leads' characterizations, but each book clearly begins, travels through the middle, and then ends within a single volume.
An epic series seemingly has no end in sight, even when it teases that it does. Each book seems to be designed for the purpose (at least to publisher's marketing department) of selling the books that came before and the ones that will come after (and there will be more to come after). The enjoyment that can be gained from any single volume is overshadowed by the "need" to own or read every book in the series in order to be a true fan (so to speak). Series like The Wheel of Time and Game of Thrones and Highlander fall in to this group for me.
Clear on the definitions? Okay, let's begin.
First, I love series. I love to follow a character I've grown attached to. But I also love a story to have a clear beginning, middle, and ending across a finite time line. As such, a series such as Ian Fleming's James Bond, Kim Harrison's The Hollows, or Mike Hammer's Mickey Spillane books work for me.
Second, because I want some sense of closure when a novel is over, I think the works that pull a Empire Strikes Back "ending" fail. Sure, they are fantastic if you're writing a cliff-hanger serial from the movies. (But, even those tended to end the current story before hitting you with a cliff-hanger teaser for the next adventure.) I'm thinking of series that get into series beyond 5 or 6 books at this point, and some of them that don't go farther than that. If you expect me to invest the time to read between 300 and 1,000 pages, then give me a satisfying ending, not a rambling "to be continued."
Third, I don't like them because of the disservice they do to series writers. A writer gets pigeonholed into writing a single storyline or group of characters because "that's what sells" -- and an epic series is most always an easy sell. It doesn't matter if that writer wants to take a break and try his or her hand at some urban horror or romantic drama. Nope. The contract calls for more epic monarchist fantasy and, by God, that's what he or she must do. Sure, a multi-million selling series writer can get a break by throwing his or her financial weight around, but not so the mid-listers who don't get an opportunity to let the other voices in their heads out to play for a while too.
Fourth, they also do a disservice to other writers. For every new volume in an epic series, that much less shelf space is available for writers willing to take risks, to try new things, to create new characters, etc. The full body of work that will never see the light of day is affected and hampered. Readers who are looking for something new won't find it. The grand total of stories available to be discovered is lessened because of that one guy who sets up a tent on the beach rather than a towel.