Approaches to Audio Fiction Podcasts

I’m currently listening to two fiction podcasts, and both could be described as thrillers. There are different levels of tension, but the plot reveals itself episode by episode. One of them has no theme music, opening or closing credits, or any obvious sponsorship. And if you listen to two episodes back to back, they are pretty seamless. I prefer this immersive approach, especially for story that is about audio, to a full production version with credits, intro and post-show interviews.