My case studies on disappointing revelations to fascinating mysteries:

Gateway, by Frederik Pohl. Though dated and likely to offend, in purely artistic terms this is a perfect little novel. Earth is slowly dying of overpopulation and ecological damage, but humans found an abandoned fleet of alien starships, which can accommodate no more than five passengers. If you fiddle with the computer until a valid destination pops up and hit a button, the ship will go to that destination. The catch is that humans have no idea what the destination actually is until they get there, so they are liable to fly the ship into a star, go so far that their food runs out before they even arrive, etc. Most voyages discover nothing of value; lots return with all the crew dead, or never come back at all. But a few strike it rich. In two alternating timelines, the protagonist, who struck it rich on an otherwise disastrous voyage, recounts his time at Gateway and, back on Earth, explores the depths of his own psyche with a computerized psychologist. The novel stands completely on its own. No sequels were necessary.

Gateway is about mystery: the mystery of the ships, the mystery of shipping out for an unknown destination (metaphorically, life), the mystery of one's own motivations. These are not mysteries that can be completely solved; the mystery is the point. The sequels produce the most mundane and dull explanations possible.

Hyperion, by Dan Simmons, is an sf-nal Canterbury Tales in which seven travelers share their origin stories, all involving mysterious events. This is a bit different in that while it also sets up fascinating mysteries, they are the sort for which one does want explanations. But one wants interesting explanations. The Fall of Hyperion is a mixed bag, with some good ideas but some not. It also defangs spooky beings who should have remained spooky. Subsequent sequels continue explaining and explaining, with explanations that make increasingly less sense, until it explains the entire cosmos with the stupidest explanation possible. Ybir YVGRENYYL ubyqf gur havirefr gbtrgure. Yvgrenyyl. Zbyrphyne obaqf ner znqr bs ybir. (Be cbffvoyl dhnaghz fgevatf. Fnzr cevapvcyr, gubhtu.) (Decipher with rot13.com.)

And then there's The Other Wind, by Ursula Le Guin, in which the main thrust of the story is explaining and solving the world of the dead, which was never set up as a mystery or a problem and did not require any explanation or solution. (Yes, it was depressing. But in a mythic way which fit the tone of the earlier books.)

Religious/spiritual/mystical explanations for physical phenomena are generally unsatisfying in science fiction novels. It can work in short stories, where less build-up is required, or, of course, in mainstream novels about religious people, in which one expects something like that.

What other novels fell prey to unsatisfying explanations, whether or not any explanations were even necessary? Which novels managed solutions that lived up to the mystery, and didn't destroy the sense of wonder?
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