If the first season had been reduced by half and followed up with some answers, it would have been fantastic. The second season was frustrating because it kept adding new mysteries and conflicts rather than filling out the world building and backstory. It was well made enough that it could have gotten somewhere, but it was apparent that the second season had a lower budget, and I was not surprised to see it get canceled in the midst of the HBO cost cutting. (I've been waiting for an interview with Aaron Guzikowski where someone asks him what the ending would have been if they'd have time to tell the whole story. Sadly, no such interview seems to have happened, and Guzikowski hasn't done anything since that show.)
While mystery shows are intriguing, it's gotten a bit much. I feel we need to get back to stories where we don't go several seasons waiting for a real answer and resolution, while constantly under the threat of cancellation.