Hi Krish,
Do you mean "The Fugitive - The Chase Continues"?
Yep, that's the one. I knew the subtitle was something like "the adventure begins".
As for why companies tend to release shows on DVD in volumes, rather than in complete series/season boxed sets, it's purely down to money. Releasing a TV series is very, very expensive, in comparison to releasing a major Hollywood film.
With a film, the production company know well in advance if they are going to make a little or large return on releasing the film onto DVD, either via rental or retail, or both. They can use the box office takings in the various countries, as a good guideline, hence why some films get released in some parts of the world before others. (And probably why, to this day, so many movies come out in the US first, before the UK, irrespective of taking all the other stuff into account.)
With a TV show, the problems are multiplied:
- how popular the show was in various countries
- whether a show got a proper conclusion, or was curtailed by being cancelled
- how many episodes it contains, per series/season
- is there a new series/season being made, on which the distibution firm can use to increase sales
- the price of the show, that the distribution company charges, per episode or per series/season
- the recommended retail price, and how many units they will need to sell to break even, or make a profit
- syndication rights in the USA
- the genre: is it still popular or are there already too many similar shows out at the moment
- a distributor's schedule (have they got lots of other, more important titles to release first, or that take priority)
- seasonal fluctuations, like summer, Christmas, etc
- is it ultimately worth trying to produce a set for sale, and at what cost if it all goes wrong and sales are slow
- who owns the rights to the show, or if rights are available, how long will the distribution company let them have the rights for (e.g. one year, five years, permanently, or just one release of the series in its entireity)
As you can see, it's a hell of a big hassle to sort out the release of a TV show, which explains why some shows don't come out for years, whilst others come out almost instantaneously. Then, in some instances, DVD sales can reinvigorate a show, e.g. Family Guy, meaning that it made sense for Fox to start releasing all the episodes made, and get them on sale, as soon as possible after their US transmission.
Distributors can also have problems with shows being aired on TV in one country, but not in another. "Heroes" has already ended its first season in the US, and completed its initial run for the UK Sci-Fi Channel. But, Universal would be shooting themselves in the foot, if they released any or all of Season 1 on DVD in the UK, whilst the BBC2 transmissions are still going ahead. After all, a DVD sale is something that occurs once only. A customer buys the DVD, and Universal get X amount of cash for it. A TV transmission is something that the TV channel may want to repeat, or buy future seasons of, meaning more money (in the long term) for Universal, either through rights, purchase of repeat rights, rights for other channels (e.g. BBC3, BBC HD) and/or sales of other "minor" shows from Universal to the BBC, that may not have been as popular.
And sales of a US DVD set to UK or other countries, will be a miniscule percentage of the overall US sales takings, as a lot of people won't or can't be bothered to import, if they can get the same item in another two or three months from their local high-street store (albeit at ridiculously high prices, and with less special features). But to the average Joe and Jane Bloggs, in Dullsville, England, this won't matter, because they don't know or don't care. Only to more specialist collectors of films and shows, like those of us on the AV Forums, will the price and extras matter. We are the ones who will weigh-up whether or not to import a title, or whether to buy in our country. But the sales to us, are minimal, overall.
With all that in mind, companies tend to test the market, by releasing the movie or feature-length episodes of a show, to see if its popular. THey may risk releasing all of the first series/season, e.g Third Watch, TJ Hooker, etc, but sales may decline or not be sufficient to warrant releasing more. The problem, then, becomes that customers won't buy just an initial series/season, if they aren't certain they will be able to complete their collection, but distributors won't release future series/seasons, because sales of earlier series/seasons were poor, and weren't financially justifiable!

All very convoluted, I know, but ultimately, it's a risk for everyone concerned.
This is why, bad films might get a quick DVD release, but the price then plummets to less than half the original price, because it's to do with shifting copies as quickly as possible, and making money from a sinking ship, whilst it's still possible to do so. After all, making a £1 per disc selling at £7-99 is better than making nothing from a disc selling for £12-99.
Pooch