Yes and no
You need to strike while the iron's hot. Heigel's public standing started to rise quite a bit during her time on Grey's, as opposed to her time on Roswell and such. A lot of actors would like to do some decent movies: try something new, do something more meaningful, get known. Add to that, some women want to peak when they're young enough to be cast in just about anything they want.
Since there are only so many hours in the day, it's rare that someone can manage a TV role AND a movie role at the same time unless the movie or show is willing to work their schedule around them.
Meanwhile: staying on a single show too long can hurt. You'll become type-casted and forever known as CHARACTER-X, it's REALLY hard to get out of that.
Look at the cast from Star Trek: The Next Generation. 7 years, and with exception of Patrick Stewart (who was already a big name before the show started) hardly anyone did anything major afterwards. And for a while, some of them only appeared as characters almost exactly like their TNG counter-parts (Michael Dorn did a lot of Worf-type roles).
Stargate SG-1: 10 years long and outside of Amanda Tapping, the most anyone has managed has been the occasional guest-star.
Friends ran for X years, and Joey and Chandler were permanently type-cast as those 2 roles. People found it hard to accept them in anything serious or counter to their role on Friends.
etc
Sure, on one hand it's stable money for the X years the show runs... but if it runs too long it makes it harder to land stuff later.