Yes, we definitely still liked season 4 and will probably watch season 5. But seasons 1-3 are very strong storytelling.
I think one thing that happens with series, both books and movies, is that the authors start with an idea for a complete story arc but then, having found success, they keep writing in that world, but the overall direction becomes less clear. So it ends up becoming more episodic. In other words, it switches from Lord of the Rings or Harry Potter to Hardy Boys or a superhero comic book.
Writing is easy. Writing well is one of the hardest things there is.