Have you ever tried to run a mystery adventure in a game that was not specifically designed for mysteries and failed spectacularly? Everyone loves a good mystery, whether they see the end coming or are shocked by the big reveal. They appeal to one of our most basic linear instincts, if you believe anything you hear on Star Trek DS9.
That may be the most important thing to understand about humans. It is the unknown that defines our existence. We are constantly searching, not just for answers to our questions, but for new questions
Pulling off a good mystery in an RPG is not easy. There are so many things that can go wrong: the players miss a vital clue, the GM force-feeds information, an important detail is left out early on, a red herring takes us down a deep rabbit hole, or a TPK results in us never getting the answers we want.