I'm not sure we've read the same book if someone considers Lolita 'depressingly boring' in tone. The book is full of sly and dark humor and at times satirical, Nabokov has a lot of fun with language (in particular ambiguous puns), addresses the reader directly, and so on.

One of the central points of the book is that art and fiction deals with the imagination and the aesthetic (mirrored in the fantasy or fairy tale like descriptions of landscapes in the book), and that moralizing has no place in it. This idea that novels need a moral end, or that the protagonist needs to be either moral or disowned that has become so commonplace is just an absolutely annoying feature of a puritan culture.