It is valid to not like the direction of the series or certain books in the series. Not every storyline is going to appeal to all readers. That being said, it is naive to think that there would not be changes to Harry and his surroundings over the course of a 20 something book series. When this series started, Harry had a very narrow world view. As someone already stated, it was very much a black and white worldview. He initially was just trying to keep his head down and pay the bills and then transitioned into protecting "his" city with the Vampire War. He had to start opening up his worldview in order to keep himself and his loved ones safe. He had to gather allies to himself and make choices like joining the Wardens. By necessity, those choices are going to change him. He is a wizard surrounded by mortal allies for the most part. People get hurt and sometimes die. I would have reacted unfavorably if everyone survived to the end because it is unbelievable that vanilla mortals can keep going toe to toe with monsters and not walk away unscathed.
Personally, although some books aren't my favorites (Ghost Story), I am glad that the series has evolved over time. Books like changes and Skin Game are very different from the case of the week format and are only possible with world building and character growth. Most case of the week shows/books end with everything returning to the status quo. Early seasons of Supernatural ended with the boys slaying the monster and getting back in the car and driving off to Carry on my Wayward Son. Star Trek the Next Generation episodes ended with the ship being saved from the disaster of the week and traveling on to the next mission. Without world building and growth storylines like the Vampire War don't happen. There may be some misfires, but I think every book being completely stand alone would have gotten stale.