I actually think that is what keeps people watching, and one of the more interesting aspects of the show. In real life you do not get the instant gratification of having answers for every mystery. I think part of what makes the show so great is that we have to remain in the dark as much as the characters whose stories we are following have to remain in the dark. The funny thing is they do give plenty of answers, a lot of times people do not notice them, or they feel they do not come fast enough. If you go back and rewatch old episodes you'll realize how many answers you have been given. There are a few key things that have remained unanswered, and will remain so up until pretty close to the end, if not the very end.