Actually for me they do. Maybe I'm more sensitive to this than others but I've seen the first two and both left me rather disoriented, alomst detached from reality, the first minutes after watching them. I only reach such a state through brilliant (from my point of view, I guess) film or music, or by using drugs. So: no complaints here :]

E.g. I really like how the first episode makes you not only reflect on a possible-but-too-close future that looks horrible to live in, but at the same time reminds you to realize maybe it's already a reality for some people today - possible including yourself, and that in a broader sense it has been like that all throughout history.