Even though I never really had the problem you're having, I understand how you're feeling. To some extent, I dread starting each new Malazan book - even on my reread, I still dreaded it - because there's always that drastic switch of setting, characters, and plot to deal with, not to mention the overabundance of minor plot threads that weave together to become something world changing.

However, for me, the majority of Malazan is extremely interesting, and much more than just the ending convergence gets my blood pumping. If that isn't the case for you, then all I can say is you're out of luck, and either believe it's still worth reading just for the parts you enjoy, or abandon it.