When I first watched the show a few years ago, I felt the same. Ultimately I think whether you like the show or not depends on how comfortable you are with the mysteries remaining unanswered. I think being a fan of Shadow of the Colossus and The Last Guardian primed me to accept the unanswered questions, as they're irrelevant to the story of the characters overcoming guilt and finding salvation.

Haibane Renmei sets up a lot of questions, but I don't think it would have any satisfying answers. The world is a backdrop for the character arcs. Why did Kuu fly? It isn't explained, not to us or to Rakka, and the question eats at Rakka, which is the whole point. Death does not give reasons, it just is.