Helpful insight from Andy Naselli:
I have a similar reflection having just finished reading the seven Chronicles of Narnia with my eldest son this month.
The story builds together and the threads make sense. Taking the books in the order they were published rather than chronologically served us well.
We began with The Lion the Witch and the Wardrobe, a magical story in itself, continued the adventure with Caspian and Dawn Treader - familiar characters in an expanded world... then on to Silver Chair and the Horse and his Boy before the beginning with The Magicians Nephew and the end in The Last Battle which draw together the mythology of Lewis' world.
It's wonderful to run into Reepicheep again at the end of the story... to see the old professor we met in the background of The Lion the Witch and Wardrobe identified as one who had witnessed the beginnings of Narnia, and participates in its conclusion.
To trace the themes that recur through the books, whilst also noting the differences - as Michael Ward's work on planets notes the differing influences of each book.
Such is the quality of epic stories.
Similarly to read The Gospels first in the Bible - and then on into the New Testament narrative, to pick up the background in the Old Testament storyline - a story in the same world of Israel, Temple and Kings... before topping and tailing with The Pentateuch and Revelation, the story fits together and makes sense. And re-readings yield increasing fruit and insight that weren't noticed the first time around.
My favourite TV boxsets sadly don't always reflect such a coherent world or overarching story.