The issue of things not changing much in the Oz series has come up a few times recently, with both Gregory Maguire and John Troutman saying they preferred the first two books because there's more of a sense of change and historicity to them. There's really no denying that this is true. After Ozma takes the throne at the end of The Land of Oz, new characters appear and have new adventures, but Oz itself remains largely the same. Ozma is on the throne, and people live forever (well, mostly) and don't age unless they want to. If anything happens to alter the status quo, it's generally restored by the end of the book. Even when it looks like something significant could occur to change a major character or the political situation, it rarely does. Nick Chopper's search for his old love in Tin Woodman could potentially have resulted in a big chance, but he ends the book the same way he started, just with one more issue resolved. Ruth Plumly Thompson played a little bit with the government, but not much. Her Lost King brings back Ozma's father, and Giant Horse removes the Good Witch of the North from power and introduces new rulers for the Munchkin and Gillikin Countries. As it happens, though, Pastoria has no interest in taking back the throne, the Good Witch was largely forgotten after the first book anyway, and the quadrant rulers don't have a whole lot of power.
In a way, the restoration of the status quo is much like in many television shows, where everything is reset between one episode and the next. Remember what Fry said in the Futurama episode "When Aliens Attack"? "Clever things make people feel stupid, and unexpected things make them feel scared." It's kind of a chicken-and-the-egg thing, though. Are TV viewers afraid of the unexpected because that's not generally what TV gives you, or vice versa? Certainly, some shows that have made major changes throughout the course of their run have been successful. I think part of the reason why many shows shy away from this is so it doesn't really matter which episode you watch first, and it's more or less this way with the Oz books as well. Sure, reading the books out of order is going to mean coming across some unfamiliar characters, but for the most part that isn't going to hamper your enjoyment. I certainly didn't read the Oz books in order; with me it was more of a case of reading them in the order I could find them.
Another factor in the unchanging nature of Oz is its utopian nature. In a land where people don't age or die and there are plenty of resources to go around, I don't know that change is all that necessary. That's not to say that nothing happens, because then it would be boring, but adventures in Oz usually come across as more fun than scary. As a reader, I find some of the appeal of Oz to be that so much remains constant. It's easy to imagine going there and meeting the same characters who appear in the books, which would be difficult if they'd all aged and grown tired of adventuring. Mind you, I have to suspect that characters like Dorothy have changed somewhat in a century, even if she remains a perpetual child. It also seems a bit unlikely that Dorothy would keep stumbling upon unexplored parts of Oz. The country isn't that big, and I'd think it would have been fully charted by now. It seems like Oz readers aren't typically that keen on major changes to the status quo, except sometimes ones they make themselves. There's also the consistency issue to think about. I suppose I'd say that Oz not changing much is a mixed blessing, but since I loved the entire series and quite a few apocryphal stories as well, I must have been all right with it.