Spoilers (of a sort) Below:
I think the problem was kind of summarized with "Mass Effect 3" where Bioware revealed via a paid "behind the scenes" app which got a lot of attention, that despite promises they had no intention of answering all the questions, because to do so would hamper their ability to produce sequels given the desire for a franchise as opposed to keeping it to a trilogy as originally planned. It seems that increasingly a lot of the "writing" is dictated by marketers that want to keep as much open as possible rather than people who are actual writers, and the managers do not understand the distinction being talked about here between a self contained story that allows for a sequel, and resolving as little as possible, or being as ambigious or unsatisfying as possible when something IS resolved so as to keep people guessing.
I also think JJ Abrams and the old "Blair Witch Project" sort of poisoned the well, by showing that unanswered questions can propel interest, of course this tends to only work when there are answers to those questions as opposed to simply throwing out weirdness after weirdness. "Lost" tried to wrap itself up, but ultimately ignored a lot of what had been established even in it's finale because simply put, whether they admit it or not, it was pretty obvious they were making up a lot of stuff as it went along. "Blair Witch" became a franchise for a while, not just in terms of a movie sequel, but in video games and tie in novels, but it all ultimately suffered from the same basic problem that there was never intended to be any answers and there is only so long you can stretch out an increasing enigma before people catch on and cease to care.
To be honest I think "The Evil Within" did answer it's various questions, but did so by shooting itself in the foot by having an ending that used the laziest and least satisfying set of answers possible. Those who wanted a cool, supernatural, adventure game setting out to be the next "Silent Hill" were instead treated to a techno-horror finale right out of "The Cell" (which was not unique then), by which "it was all a VR construct" becomes an excuse to not have to justify anything, and the bad guy gets to escape through brain transfer technology and threaten us with a sequel nobody probably cared about at that point.
Of course at the same time it seems nobody wants to just flat out write a decent ending, everyone has to try and be artsy as well, and I think that ruins things as well, the idea being that if the heroes eventually win and everyone lives happily ever after, no matter how dark things might have been up until that point, it's not a "worthy" ending from writers who decide they want to try and be deep or profound, and delve into the darkness of the human psyche or whatever. In the end they tend to wind up producing a lot of pretentious garbage, and I think a lot of these hanging threads tend to be connected to that. On some levels "Mass Effect 3" epitomizes it, we had a pretty straightforward space opera about a hero who wins no matter how long the odds are, a series that should have been among the easiest thing in the world to end, instead they decided to give it a trippy hallucinogenic ending that rambles about artificial and organic intelligences and their inherent conflict, totally overlooking that this was never more than a side plot, and one which players of the entire series probably already resolved peacefully, making the entire "message" of the ending kind of irrelevant since flesh and metal got over it.