A good story can be a bit like a paranoid conspiracy theory: every detail fits into the big whole.
(Real life isn't like that, of course, unless you are paranoid).
A good story can also be a series of vignettes and episodes... as long as the episodes fit into a major theme.
The world's first novel, Don Quixote, is a good example.
Once the theme - Don Quixote's madness - has been established, the story becomes a series of episodes where the traveling protagonist encounters different characters and situations. Every episode shows how his madness distorts reality and how people react to him.
It happens that writers try to "match" themes into a story or novel that don't fit together. It doesn't have to mean they are inferior as such, but they don't "gel" into a coherent whole and the narrative suffers.
For the reader, this is like trying to listen to two different songs at once: if the songs had been in sync, it could sound great, but if they don't you just hear a cacophony.
When the parts of the story support each other, like an orchestra, the whole of the story becomes a symphony.