Discovery Grogu happens in the first episode and is literally the driving force behind every adventure he goes on in the first two seasons. The problem isn't that they don't have that anymore, it's that they completed it and then walked it back. They just completely threw away the entire point of those seasons.

They also do have a secondary ongoing plot, it's all the Mandalorian (the planet and people, not Din) stuff, which is the secondary plot for how many arcs of television at this point? It's old hat, and the show would be better if it was Mando getting into new situations every week instead of him messing with Dark Saber stuff and trying to rule people who have been nothing but shit everytime they show up in these shows.