So, in The X-Files, there was this idea that was somewhat less common in TV in the early 90s: The Myth Arc. While the show primarily followed a case-of-the-week format, sending Scully and Mulder out to various places in the US investigating paranormal cases that could afford to be wrapped up neatly by the episode's end, on occasion you'd get "Myth Arc" episodes that dealt with the grand conspiracy covering up and working with would-be alien invaders.
In the early seasons, these episodes were amazing and exciting, cranking up the tension as we, along with our heroic FBI agents, wanted to learn more answers. By the later seasons, this plot had gotten so convoluted that it became sort of tiresome, though, and the show's more episodic format, which allowed for really wild creative and formalist swings, came into focus as the show's strong suit.
Sugar is structured very differently, of course: in its two seasons, Sugar investigates a pair of missing persons cases, though while the first season is more traditional in a "just where exactly is she?" kind of search, the question of where Ji Moon is in season two is less important than the question of how do we keep this schmuck from getting murdered?
But Sugar has a running arc story, and one that the show spends far less time focusing on. In two seasons, this is the only episode we've gotten that I think is primarily focused on his individual, personal story, with really more of an epilogue for the season plot.
(As an aside, I'm always shocked that more shows don't use the Buffy the Vampire Slayer format, which has episodic and seasonal plots, the but the series-wide arcs are really only broadly about the lives of its main characters rather than overcoming some specific antagonist.)
Of course, this being a mystery show, we'll do another spoiler cut here.