I totally agree, I love the mystery of it, and really after Skyrim it only makes the mystery stronger by adding possibilities to what happened. I am not looking for closure, but would love some sort of progress towards mysteries being solved, or closing one mystery that leads to a bigger one. I love how Skyrim literally put an Elder Scroll in the players hands, let him read it without going blind, and have it teach us something about what the powers and capabilities of the scroll are. Maybe the Dwemer were able to harness a fraction of the power from a Scroll, and since they were not meant to it lead to it zapping them out of existence save the last remaining one. So, yes I enjoy the mystery - but I also enjoy plot development that leads to uncovering truths and clues into solving the mystery - but not giving it all up entirely.