I'm reading a collection of short stories at the moment, and they're wonderfully written and atmospheric, tremendously imaginative and original, with fantastic imagery and ideas, but... they don't conclude, they don't resolve. They just stop. I try very hard to appreciate the other very good things, but the lack of structure leaves me feeling unfulfilled every time. Unfulfilled and a little inadequate, because I don't understand them, and I can't help wondering if it's my fault, if I'm missing something. I love mystery and ambiguity and things being left unexplained, as long as it feels like it's meant to be that way - that I'm supposed to make up my own mind what was going on, or not meant to know for sure (like The Glamour, or The Separation, by Christopher Priest. Loved 'em both passionately, but plenty of WTF). But sometimes I'm left feeling like I just don't get it, and that makes me kind of itch. I like these stories, but they're making me itchy.
Sometimes, I really wish books came with the sort of author commentaries you occasionally see fanfic writers do.