Our narrator's got a lot of ground to cover if he's going to get through the entire story of Arthur's rise and fall, including the full tales of many of his knights. Maybe for that reason, he doesn't waste time on smooth transitions between the parts of his story. Most adventures begin with a simple "Now turn we to the tale of Sir So-and-So" and end with the straightforward, "Here ends the tale of Sir So-and-So." And there are a ton of these kinds of transitions to deal with, because Le Morte D'Arthur is episodic.
A story with an episodic structure contains lots of smaller stories – episodes with beginnings, middles, and ends – as part of one larger story. The larger story here is, of course, the tale of the rise and fall of Arthur and the Round Table. An example of a smaller story within that story is the "Tale of Sir Gareth," which is connected to the larger story because it's about Arthur's nephew and how he becomes a part of the Round Table. But even within this story, or "episode," we have still smaller episodes, like each of Gareth's different battles with the colored knights, or the tale of how his and Lyonet's attempts to sleep together before marriage are thwarted by her sister. Phew. It's enough to make your head spin.
The advantage of an episodic structure like Le Morte D'Arthur's is that it can connect very different stories as part of one bigger one. In Le Morte, some of the stories are even different genres. The story of the Sankgreall, for example, is a religious allegory at heart. The knights attempt to get a glimpse of the Grail, which represents unity with God in heaven.
Thanks to the episodic style of Le Morte, this story can sit comfortably next to, for example, the romance between Launcelot and Gwenyvere. The togetherness of these stories highlights that might have otherwise slipped right by us, like the fact that a man's devotion to a woman is similar to his devotion to God – so similar, in fact, that he might not have room in his life for more than one love at a time.
In a way, this episodic style actually gives stories even more meaning than they have on their own, since in addition to thinking about these stories individually, we also have to think about their relation to each other and to the larger whole.