"Mystery for the sake of mystery," is just one part of it to me as I said in my post. In my eyes the larger issue is the a general sense that the mystery on display is being used to help themes and tones that are compelling simply because the media believes them to be that way. Essentially my problem is with art that doesn't really 'say' much, the kind of art where it's nigh-on impossible to discern what it's 'message' is because it chooses instead to focus on vague themes that have little relation to the human experience. On a personal level that kind of art just leaves me feeling that I, as a willing participant, have been asked to sit through the emotional equivalent to what I feel are the author's boring holiday photos. The Return was the tipping point, but Death Stranding, TLoU: Part 2, INSIDE, Lost in Translation (which I only first watched recently), A Machine for Pigs, etc only heightened my dislike for the tactic.
So this isn't all negative; look to Synechdoche New York for a piece of art that both manages to say something whilst indulging in vague nonsense throughout the entirety of its run. I loved that film.
Nobody's expecting it this time, they're complaining about the very high possibility that the thing this is teasing won't be it :)