Some authors prefer writing short stories. Some prefer novels.
I'm a novel girl myself. I tend to ramble too much for shorts (although writing flash fiction is excellent discipline for me). And besides, once I create a world sufficiently interesting that I want to spend the time of a short story there, I'm inclined to stay long enough for a novel to unfold.
Unfortunately, it's difficult to convince an agent or a publisher to take a chance on a novel if the author has no previous publishing record. Thus having a few short stories published first is a good career move. This created a conundrum for me. I peeked at what other authors had done.
Take Mercedes Lackey. She had a series of loosely connected stories set in her Valdemar universe. This allowed her to publish shorts in anthologies such as Sword & Sorceress. The same characters reappeared in each story, using the same world as her novels.
Or how about Phillip Dick. Many of his short stories later turn up bundled together into a novel.
I created the brink world to do the same thing. It is actually a novel, published as a series of independent short stories.
There are some drawbacks. Each short needs to have enough info-dumping for a new reader to catch up on basic concepts of the world, such as what a brink is and how it is created. Even more challenging is that each story has to have an ending that is satisfactory as an ending, yet still leave enough open, even hanging on a cliff, to encourage the reader to want the next installation. This makes it different from a chapbook, which should end on a frank cliffhanger, the more dire the better.
Then there's the problem of drama. In a novel, not all scenes have equal dramatic value. Not only would that exhaust the reader and make the book read a bit hysteric, some "softer" or "quieter" scenes are needed to establish character or build tension. This allows the tension to rise slowly through the course of the book, so that the ending is more exciting than the beginning. (Hence the reason one refers to the point of highest tension, close to the conclusion, as the climax.)
A short story, on the other hand, needs all the drama it can take, right now. It's all the reader is going to see.
Drawn to the Brink was rejected by one editor because she didn't like the ending. And it's true that it's a rather "open" ending. I couldn't offer to change it, because a more conclusive ending would have precluded future encounters between Sajiana and the brink.
Likewise, a part of me worries about Portrait of a Pretender. Is it interesting enough of a story to reward the reader brave enough to test it against their forty-nine cents? Is the ending intriguing enough to make the reader want to know if Othmordian suceeds in hunting down the brink?