It depends on the people involved, I guess. Continuous games work great when you have a table that can commit to playing on a regular basis so they can remember what the heck happened the last time they played and remember why they're supposed to hate the enemy they keep running into, but episodic is better for a table that might not have the same players each night.
When I first got back into playing 5e in a Curse of Strahd campaign, we had a few players that showed up at best every other session and aside from knowing Strahd was the bad guy, they often were confused about why someone was either our enemy or friend. This led to some weird roleplaying if they missed a session where an enemy helped us or someone we thought was an ally turned out to be an enemy. It made it harder for them because we typically played once a month for 6-8 hour sessions so a lot happened each time we played.