A Story Without an Explanation

As I've mentioned before, I think some of the best writing taking place now is for the premium channel series like HBO, Showtime, etc. (I'm particularly looking forward to Ash v. the Evil Dead premiering Halloween night).

One show I was happy to see return was The Leftovers on HBO. The premise of The Leftovers is that 2% of the world's population disappears in an instant and no one has any explanation. Of course, the immediate thought is that The Rapture has occurred but that appears unlikely since serial killers, child molesters, etc. disappeared along with children, every day folks, etc. 

The show has a lot of unanswered questions but I suspect the writers are never going to answer the question about what happened to the people who disappeared. I haven't read the book on which the series is based but my understanding is there was no explanation offered.

Generally, when I'm writing (or reading) I like to have all the questions answered and the premise tied up in a nice little bow. However, many of the books don't do that. Stephen King, in particular, doesn't always feel a need to explain why something happens in his books and short stories (by the way, King's books are, for the most part, great, but where he really shines is in his short stories and novellas, The Mist being just one example). 

What about you, my readers? Do you feel frustrated if there are unanswered questions in what you're reading or are you okay with leaving some things open to interpretation?