I believe people enjoy a certain measure of doubt or incertitude. This would make sense. As limited human beings, we simply cannot understand everything so it follows that we might enjoy reading things that we don't fully apprehend. Put another way, we are “hard wired” for uncertainty, so we enjoy things that don't give us the feeling that we understand it completely.
I could probably think of many examples, such as the popularity of worship services where the people cannot understand much of what is going on (Pentecostalism, for instance, where they speak in tongues, or the old Catholic Mass in Latin which was, no matter what anyone says about it, popular). The best example, I think, is the complicated movie that forces friends to talk about it afterwards. If it is a good movie of uncertainty–one that doesn't hit you over the head but that doesn't dishonestly cover the answer–the friends will eventually hit upon an answer, but they'll enjoy the feeling of being empty of the full answer as they leave the movie theater.
That being said, I suspect a great movie of uncertainty can never be fully comprehended, just as the human condition cannot be fully comprehended. I know it's that way with great literature. Flannery O'Connor, who was one of the greatest fiction writers of the twentieth century, said that even she doesn't see all the levels of meaning in her stories. There's a measure of uncertainty about them. A reader can read the story and follow it just fine, but there's a level–or many levels–of meaning they cannot follow.
