Yeah, miniseries are often great. Particularly short ones: 2, 3 or 4 parts, that tend to have a proper novelish quality. The season by season renewal format of longer serials has ruined so many shows, so obviously—usually when they're successful enough they end up dodging their logical conclusions.
I think I agree with you re innovation in the mainstream, although the pace of innovation in premium TV has slowed down to a crawl in my opinion.
But the standard and the courage of writing, storytelling, characters, acting, subject matter, art design, is just way ahead in cinema. A few days ago I watched the new Australian film Hounds of Love, which is a "true crime" type story in the spirit of Snowtown.
It was darker, shorter, and more horrifying, and said more about relationships and masculinity gone bad than many TV shows that go over several seasons, and take those as their main themes, ever will. And it's not even that amazing a film. Films have a different relationship with the marketplace and usually, they can do more with less as a result.