Browsing through some old entries, I see in late 2007 I predicted:

One of the milestones I've been watching for is the first entirely DVD-based TV-style series. It's going to happen sooner or later, and will mark a major shift in how TV is produced, once it becomes possible to make it without advertising or subsidy, the only two models that currently work.

I'm going to give myself only half-a-point. True television-style "seasons" of shows have indeed now been produced without ever being "aired", but they didn't go straight-to-DVD. They went straight-to-streaming. I believe it was either Lilyhammer or House of Cards, depending on how picky you're being about not showing up on TV at all before being available via streaming. (Lilyhammer's first episode premiered on a Norwegian television channel, though this was clearly a publicity stunt rather than an attempt to "air on TV".)