The shield is for the most part a very episodic show. There typically is some sort of case of the week for most episodes, but like others are saying there is typically an overarching plot throughout the season and most episodes.

I'd compare it to Justified in that sense. But I'll say this, I'm not huge into episodic shows/procedural. But I absolutely love The Shield, it is one of my favorite shows of all time. I do think it gets more serialized in the later seasons but yes overall it is a show about crooked cops and a lot of the episodes are about a case.

The newest challenge season is airing on MTV this week and the spinoff Challenge show just aired on CBS. So your comment is completely false. They are doing a World Challenge that is going to be on Paramount +, but the normal series is staying on MTV, at least for now.