I can understand what you are saying about so many short stories. Either they end too soon and you wanted to hear more about the characters - or the author doesn't have enough time or space to fully develop a character to the point you can identify with or care about him/her.
I'm finding what we're doing here in June's Book Club Online is quite fascinating. First of all, we are reading stories by recognized masters of short stories - from different historical eras. Interesting because the social and economic position of women develops as we move from the 19th century stories of Eleanor Abbot, Guy de Maupassant, Kate Chopin this week - and progress through time to modern day writers like Annie Proulx and Alice Munro. I think you might actually enjoy this, even though you are not big fans of short stories.