Sounds like it's working out best for you that way.
My friend tends to DM like that. He comes up with a lot of ideas for characters and campaigns he wants to try. He'd actually like to have many of them go long-term, but you can't really do several ongoing long-term campaigns at once very well. So instead we do a mini-campaign (basically just an adventure) with a set of characters in a setting, and then we move on, with him assuring us that we might come back to those characters again later.
I think most of what he does could really be done as adventures within the same campaign, if the setting was broad enough. In D&D for example, if you include planar travel and/or spelljamming, you can pretty much plop your characters down into the middle of an entirely new world with whatever details you want and have them play through whatever adventures you want them to. When you're ready to move on, stick them into the next world or scenario you thought of.
So that's another element -- how broad is the scope of a campaign's setting? For me, bigger is better (which is why I like having the setting be "the multiverse").
For characters, that won't work so much unless you have a cast of short-term characters that you like to bring in and then forget about. Which actually could be kind of cool if you had them somehow relate to the main characters. For instance, perhaps your main characters passed through a city on some world or land where there is a lot of political corruption, and intelligent undead are secretly behind it. They only touch on the issue briefly, or just entirely bypass it, not even realizing what's going on, and just stop in the city overnight and continue their journey. Then, you bring in an entirely new set of characters and play an adventure or two with those characters that is all about that city and the undead corruption. When you are done with that you go back to the main characters.
And of course, in my case, I think that often times it is only the change of setting or theme that is the real draw rather than playing a new character, and the current characters will really work just fine if players aren't in the mindset that "new setting must equal new characters."
Unless I'm focusing on a very narrow theme, my settings tend to be kitchen sinks.
My last campaign involved three alternate versions of the same world, and an infinite number of shadow worlds, that were spiraling around a black hole due to causality being shattered. A goddess was hunting a god but couldn't catch him, so she decided to be clever and went to the end of time and began traveling through time in reverse, under the assumption that their paths would have to cross since they were traveling towards each other. She got greedy and built herself an empire in a future that didn't yet exist, and when the two deities finally clashed, a Schroedinger effect occurred, shattering the one world into many possible worlds, some in which one of the deities won and some in which they both fell. So the PCs ended up being a rag-tag band including the maudlin pilot of a mini-sized Metal Gear Rex, a monster that I can best describe as being similar to Pyramid Head (from Silent Hill), a self-loathing red and white dragon blood mage, an evil sea elf ninja, and an easy-going red neck samurai cyborg with limbs built from random junk (powered by a beat-up lawnmower engine). Sounds like a game of Gamma World gone insane, but it was actually my own homebrew system (using the backbone of 4e, as well as some inspiration from Gamma World).
My current 5e campaign is toned down a bit by my usual standards, but I don't doubt that many DMs would consider it crazy by theirs. A few hundred years ago, the Mists arose and people that were exposed to it mostly sickened and died, or went insane and transformed into monsters. Some rare individuals, however, found that the Mist strengthened them and they became known as Mist Walkers. Humans and demihumans now only exist in isolated pockets, and these communities depend on Mist Walkers to be their eyes, ears and hands in the Mists.
The Mists are the essence of magic. In this setting, there are two dimensions. A coherent dimension (where the campaign takes place) based on many worlds theory, where every possible action or event spawns its own universe. Then there's the incoherent dimension where magic comes from, in which all possible actions and events occur simultaneously (which is why magic is, in theory, capable of anything). In the coherent universe thought, acting as a form of perception, can shape magic causing the infinite possibilities to collapse into a single reality. Prior to the Mists arrival, magic was in decline. A civilization based on the legends of Atlantis, hoping to restore its former majesty, bore a hole into the magic dimension. As these things typically go, they were unable to control what they unleashed and were destroyed as a result. So now the essence of an incoherent dimension is leaking into a coherent one, and you get the Mists.
I re-purposed an idea I liked in Zak S's
A Red and Pleasant Land, calling it Recursion instead of Foreclusion. It basically gives me an excuse as a DM to mess with the space/time continuum as my needs see fit. I've used it to introduce a retired sergeant from 1800s England who thought he was on safari in Africa, which was a fun encounter. However, the best thing was when I realized it gives me an excuse to drop PCs in and out as I need to. Three sessions ago the fighter, rogue, and mage learned that the fighter's teenage sister had run away from home, so they set out to find her. In the next session, both the fighter and mage had RL obligations and couldn't make it. So, rather than run the runaway sister adventure without the fighter, I just recursed the rogue to where the druid was, which was 100 miles away and two weeks in the past. They dealt with the minions of a lich who were trying to obtain the phylactery of a dracolich (they prevented the lich from obtaining it, though I'd been near certain they'd fail). Then this week the fighter and mage were back, so I recursed the druid and the rogue over to them and they found his sister, along with slaying a dragon and preventing a ritual that would have had world-shaking implications had it succeeded.
So yeah, I definitely agree, for someone with WCS (Wandering Campaign Syndrome) broad scope is definitely a good way to go.
