I don't think necessarily we wanted the instructional reel guy to come out and explain things to us, but it wouldn't have killed them to have thrown us one or two 'oh, so that's what that was' bones.
In the second-to-last episode they made the man in black more ambiguous; he wasn't necessarily evil but definitely was curious and skeptical of superstition, and Jacob was kind of a momma's boy then boom, MiB is pure evil again. So in a way we end up with that 'there are questions you shouldn't ask and places you shouldn't go' anti-science message found in various sci-fi/fantasy and Bible stories over the years. 'Shut up, kid, you ask too many questions. I'm gonna turn you into a smoke monster now. How do you like that?'
All that said I mostly just went along for the ride with that show. It was entertaining enough. I like watching David Lynch's films, and they aren't exactly full of neatly tied up logical elements.