I have never watched Coronation Street, so never saw Sarah Lancashire in it, however she was in the Paradise, and at present Last Tango in Halifax, and a few dramas since she has left the soap, and she is just fantastic. She was probably wasted being in a soap.
Sam can do things like that too. The dramas appeal, in part, to different audiences from those of the soap, or comedy, so it will give Sam more scope to reach other demographics and showcase her talents.
Furthermore, considering that she likes to do different things, period/costume dramas, are something she has never done in her career so it would be a new and exciting thing for her to do.