For me, mystery needs to be balanced with the lines that I can logically follow. I grow frustrated when everything is too nebulous, particularly if the plot relies on setting different from the existing one.
For example, I am currently feed backing a book where the author constantly saying that the world is not like ours and may have different prejudices. But I have no clue 25K words in what is going on with the characters or why it is inappropriate for them to be together as well as a couple of other side plots.
If I wasn’t critiquing the book, I would have given up at that point, because I can’t stay in the dark for 100K words, and I also may end up with no answers. I need to participate with the characters, and be invested in their search for solutions.
Mostly I read historic and cozy mysteries, and I think over years, I just read one series of books that I ended up having no idea what the plot was and what happened in the end. I read it because it had a lot of information on the antiques (Lovejoy mysteries, people probably don’t know them).
My favorite series of all times were Lindsey Davis Falco's mysteries and Peters Peabody's mysteries. I also enjoyed a few books by Evanovich and Fluke before they petered out