I had that THRILLER 6-episodes laserdisc, which I loved, and that was replaced by the complete DVD set. And I, too, have only watched several episodes.
When I got the set I sampled a couple of the early ones, and yes, they are disappointingly dull "mysteries". The great episodes, though, like "Pigeons From Hell", are wonderful, and I probably haven't even seen all of the good ones. I had a special fascination with the "Premature Burial" episode that follows the general story line of the Corman film but has its own eerie feel. I had never even known about that one until getting that laserdisc.
So I, too, will have to take myself on a li'l THRILLER journey ones of these days.