Umbrella Academy is doing a similar thing to The Haunting of Hill House where the first few eps are dedicated to exploring each character's past, I think where UA falls short is that all of the characters all have too similar core pasts to where it dragged way too long for 5 episodes only for it to not matter because FIve erases all those events at the end of episode 5.
I am more frustrated than anything because I feel this show has an interesting visual appeal and it keeps getting sidetracked by events that really bugged me, Allison should have died after getting her throat slit, the finale felt rushed with Luther coming up with the dumbest plan to subdue Vanya, let's bum rush her from far out to where she can see it coming a mile away, why not just have Five teleport behind her and either kill Vanya or wound her so she passes out.
All that being said I am interested to see where S2 starts since it ends on a cliffhanger (assuming Netflix does not cancel it)