I can see what you mean, and for sure that's how it was in the pulps. Though they had no idea what it'd become. For me that's what was creativity interesting about what the Dark Horse run was trying, just an extra something to it. I like episodic tales, but it's that sense of wonder combined with the kind of illusion of authenticity that makes me feel like I'm seeing a life story unfold. I guess since between the different writers and publishers, Conan feels so loose and at times inconsequential anyway, even just that illusary air of something more makes me more engaged with it. But not that everything needs to be a soap opera or anything.
And cool to hear it's all original stories at the moment.