Quickly think of the first anime you can that revolves around secrets or the unexplained and remember that for the comments because I’m curious. So I was thinking about this a lot and I’ve noticed a disturbing trend and that is that when the greatest mystery is given an explanation it totally ruins it. I’m sure you can think of at least one situation this has happened to you. For me it was When the Seagull Cry but i’ll go into that later on.
Put simply the power of a mystery is that the reader/viewer can interrupt them however they please and draw conclusions based on speculation or fabricate portions of the story to fufil the desire for answers. Fan-fiction or adding characters is one way this is achieved and I know you just rolled your eyes after reading that but that’s what fan fiction is. It’s more often then not a piece of writting which expands a preexisting fictional universe to meet the writers desires. Now I’m going to be bold and say I’ve never written fan fiction but that doesn’t mean I don’t think up more “story” in my head. More often then not I end up replacing the bland male protagonist with myself which is something I’m suppose to do anyway.
But the real kicker is that some stories are designed in such a way that if you aren’t trying to come up with answers for questions you’re doing it wrong. For example if you weren’t constantly trying to figure out what was behind the wall in Haibane Renmei then you weren’t in the right mindset for that anime. You can argue with me on that but I’d say that just about the time when the wall becomes old news it gets bought up again and again until it’s all you can think about.
The opposite end of the spectrum to Haibane Renmei is When the Seagulls Cry. It set up some amazing mysteries early on but instead of letting us play with potential solutions in our head it gave us a forced explaination which took away from the charm of the earlier episodes.
The real question is do you like everything being explained to you or do you prefer to work it out yourself?