Its not about the mysteries, its about the characters. The mysteries are fun but they don't mean dick unless the characters are interesting and fun. Take the series "Zero Hour." It had mysteries up the ass and a lot of them were quickly answered but the show sucked because the characters were cliched and boring and lame. Flip side, Breaking Bad set up a mystery at the beginning of season 5 they're only going to answer in 2 weeks from now ... which is a good 14-15 months after it was first set up. That's a long damned wait but its worth it because we like the characters.
Some people get so damned caught up in the mysteries of these kinds of shows that they miss the real fun ... which is watching how people react and deal with them.