In my experience, people tend to play tabletop roleplaying games as either one-shots or with the expectation of a perpetual, extended campaign. I have thought off and on about running games aimed explicitly at a midpoint between these extremes. The television analogue here would be the mini-series. Something like True Detective season 1 or a self-contained anime series like Gargantia on the Verdurous Planet.
The challenge would be to serve the agenda of play to find out what happens while also drawing the set of sessions to a close in a way that is satisfying. That is, how can one ensure the freedom necessary for fulfilling exploratory play while avoiding the mirror-image dangers of aimlessness and railroading?
Here is a first pass at how I might think about setting up such a mini-series game. First, determine a handful (say, three) of questions regarding the fictional situation, for which an answer (any answer) would constitute a satisfying arc outcome. Maybe one of these could explicitly be a win/lose condition, as in some tournament modules, but that seems like the easy way out. Then, lay these questions out explicitly before play so the players are in on the particular enigmas. Second, gear preparation entirely toward the details around the enigmas.
If other priorities emerge through play, or players end up more interested in other, unpredicted conflicts, that would be fine too. In my experience though, imminent uncertainty provides gravitation even without any other mechanical support, so just having a few big unanswered questions, such as the outcome of whether an invasion is averted diplomatically or by force of arms, may be sufficient. I might also consider something like building XP reward into advancing a countdown clock, but probably only after trying to run a something like this using an approach resting only on shaping player expectations.
Finally, it seems reasonable to work with the assumption that while some or most such mini-series arcs may connect to nothing else, they also may be continued in subsequent seasons if everyone is enthusiastic, allowing characters to sometimes persist. To have integrity, one would need to sometimes follow through on the promise of continuity, otherwise I suspect everyone would revert to mentality more characteristic of one-shots, which would not quite reach the potential I see for this kind of play. Depending on the particular rules, Flailsnails would be another reasonable approach, but that only works for some types of games.