Cerebus Syndrome.
It happens quite often to long running series that are usually humorous; M*A*S*H had the same problem, it started out as a sitcom, then is slowly, but progressively became a comedy with dramatic undertones, before becoming a full-blown preach fest with little-to-no comedy whatsoever.
I remember this happening with 21 Jump Street (the TV show, obviously), the first season was a cool show about undercover cops busting kids with drugs in schools. The second season literally had almost every episode have a moral of some kind. Don't get me wrong, I enjoy the morals, but sometimes I just didn't want them handed to me when I just wanted to see some people get the law handed to them.
I still enjoy Arthur, but I enjoyed it more when it was just a show without a huge amount of life lessons given to the viewers.