It may seem this way given the style of books we're accustomed to reading in the 21st century, but there are clear narratives to each Gospel, and the events are amazingly well arranged.
You might enjoy a book like Reading the Gospels Wisely.
I agree that the gospels do have narrative structure when considered as products of the first century. Perhaps the closest to a “modern” narrative would be John’s gospel, but even that is very difficult to tackle given the heavy theology interwoven throughout. In fact, it was seeing scenes from John’s gospel in The Chosen that really alerted me to the talent of the filmmakers. Seeing them pull of John 3 in a meaningful and natural way was phenomenal, as they avoided the potential for dry/impersonal theology by wrapping it in the deeply personal experience of Nichodemus.
I think the second problem for Jesus films is due to the nature of the gospels themselves: outside of the Passion narratives, they are strung together stories with little narrative connection. (I know, I know, it’s more nuanced than that…but the point being that a film director just can’t make a film about the gospels without making it seem like a random string of events with largely different people/places). It is this problem that the Chosen so masterfully addresses: make the focus on the characters in the story, not Jesus, and thereby give a narrative form to what are otherwise brief, well-known stories. The healing at the well, whose brother is made to be a militant apostle, is a great example.
There have also been some flourishes in the show that have indicated some real artistic meditation/thought by the writers, for example when Jesus and John discuss the Torah and John is given the first insights into his eventual theology.