Yes, but I didn't need to know everything, I just needed to know enough, which (I felt) I did. The rest of the information came along (for me) exactly when it needed to.
For example, I needed to know enough about Bernard to care what happened to him, so when his true nature as a host was revealed, I really reacted strongly to it, as he did.
I knew what Bernard knew, and learned the truth when he learned it.
With Legion I still don't know enough about the protagonist to get the relative importance of everything that's happening to him, if it really is happening to him? He believes certain things but I don't know enough of them yet, so I can't react the way he does to new information.