Today's novels mostly range in size from 350 to 600 pages. Those are plenty big enough.
Then you get a group like the Millennium Trilogy where the story continues from The Girl With the Dragon Tattoo, though The Girl Who Played With Fire, to The Girl Who Kicked the Hornet's Nest. It's a continuous story through the three volumes and is riveting.
They're about 700 or 800 pages each and I read them in record time. (A fourth story, The Girl in the Spider's Web was added and is, perhaps, better than the first three, but is a stand-alone novel that borrows on the trilogy but is not part of them).
So yeah, I like single novels very much, and I like long, well-constructed stories that cover so much more territory, but I just can't get into short stories. (They're fun to write but not as rewarding to read.)