I love linked short stories.
People who prefer novels often say it's because they have become attached to the characters - a short story doesn't fulfil that sense of "I'm going to be with this narrative for a while and, yes, I really care about what happens next." So, if you want to get to know a character and make him or her part of your precious inner fictive reality, then maybe a short story isn't going to work for you.
I understand this completely, although I truly love the short story as a particular literary form that is spare, concise and self-contained and sometimes poetic or lyrical.
BUT - YOU CAN GET THE BEST OF BOTH WORLDS
People are, by definition, so irritating and so adorable and there is nothing ordinary about them, ever! The characters are beautifully dissected as Atwood's sharp analytical dagger of perception stabs into the most private and awkward places. Yet she is always kind and not judgemental.
Yes, bad news is definitely very high in calories and we can all do with less of it.