Another factor is the show's length. It's just 10 episodes a season. Lost had ~24 episode seasons (that one year with the writers' strike shortened one considerably, in other shows too), and this allowed lots time to spend on each character and get to know and care about them (or decide that you find them unbearable). Lotsa a time for character build up. I can't say they spent lotsa time on the story to move forward however.