I agree that most podcast players just lack features. They're built for "dummies": you can subscribe and click play, that's mostly it.
I'm a power-user. Podcast Addict on Android is the best player I have used, it has a ton of features and extreme customizability. Still, I am now using PocketCasts which is inferior by a wide margin, but it has sync capability, which ends up making my life a lot easier since I don't listen to podcasts on just a single device.
I think ultimately there is still space for another podcast player that is not built for dummies and offers a wide range of features on multiple platforms. Nothing like that exists, as far as I know.
This has also affected the monetization model. Most ads use promo codes for services, but those promos expire and change, rendering that content valueless. Given these limitations, it's a miracle any producers are funding serialized content that actually has a conclusion.
S-Town released all its episodes almost 2 years ago, and Pocket Casts still has it at #23.