While I understand the point of view, it really depends on the story. Some stories are meant to by about solving a mystery and some aren’t. I think LOST, for example, sold itself on the premise of this mystery island where we’d get answers. The Leftovers, however, was never meant to be about why everyone vanished, but how the people left behind cope with it. How it changed the world, and how it changed specific people’s lives is the story. If and/or how they find ways to move on after a loss they can’t comprehend is the point. If that’s not your thing, that’s cool, but it’s unfair to call it a cop out.
I understand people getting caught up by big questions revolving around the catalytic events, but the answer to those questions isn’t always the end of the story being told.
The book the show is based on wasn’t about answering why people vanished either. It was about how this crazy event affected a family. The showrunners took that and ran with it. And in my opinion they handled it very well.