Yeah, but a lot of people don't want the whole show. So many shows go through this with DVD releases. There are two groups of consumers. People who want everything (i.e. season sets). And then the people who just want a few episodes to wet their appetite, test out to see if they really life it (or still enjoy it), something fun to share with friends, or just to be nostalgic over. They don't want to sit down and watch hours upon hours of a show. They would rather just pay $10 for 3-4 episodes than pay $40 for 22 episodes. They don't want 22 episodes - they just want 1-2. So why pay an additional $30 for something you don't want (i.e. 18 more episodes you don't care about).
Personally I love seasons sets and hope more shows get the treatment, but you also have to allow studios to release 1-5 smaller releases for the other kind of consumer who just wants a little for cheap.