Yep. I think it’s the same problem that Severence has. The not knowing but wanting to know is far more engaging than the explanation. The second season of Severence was very good, but it suffered from the first season setting up the “what the hell is going on?” so well. Explanations are never as satisfying as the wondering about possible explanations.
Twin Peaks and The Leftovers are the only two shows I can think of that hinged on mysteries but didn’t feel like a let down. They didn’t feel like a let down because, at the end, they didn’t give completely explicit explanations.