The enjoyment of figuring out what's going on in something like Mulholland Drive is rather similar to the enjoyment of debugging a complex bug. There's a frustration about it not immediately making sense, but there's also a pleasure to working it out.

Primer on the other hand, I think all you can really do is accept that there are big unexplained gaps in the story, and no amount of debugging is going to help. I personally take that as a fun hint of a larger story you're not seeing.

Never seen The Big Sleep so not sure which it's more like.

You're describing a mediocre programmer. How do you choose between two algorithms: small-scale runtime, large-scale runtime, effort to write, effort to maintain, etc. Folks who can't cope with ambiguity will make a single-measure heuristic and pull the trigger immediately. It's great for their 'goal accomplished' statistic, which mediocre managers love, but that isn't what a good programmer would do.

No one is more aware of the ambiguity of reality than someone whose job it is to explain it to a machine.