There are some boxed sets. However, these are often grouped by character -- "K9 Tales", "Ace Adventures" &c -- or by some theme, rather than by season. Most classic series stories that are available on DVD are available as single-story DVDs. (Note that almost all classic series stories were multi-episode stories, so these DVDs are not just single episodes.)
Although classic series stories may exist online, those that do are likely to be illegal copies & to be much poorer in quality than the legal DVDs.