Am I just egotistical or were the judges wrong?

I recently entered the NYC Midnight Short Story competition. The idea is you get given a random genre, theme and character - mine was 'Mystery | Sleep Deprivation | A Rejectee'.

Tricky not to go down some cliched trope about a tired detective doubting his own sanity, so I came up with something that I thought subverted expectations.

Here's the thing: I didn't make it past round one. Multiple anonymous judges provided feedback (a lot positive) but the main negative from all of them was a variation of "what were the legion protecting? Was it like the wall in GoT?" "What was the serial killer's motivation and back story?" and "There aren't enough details about the antagonist. You refer to him as a serial killer, but later describe him as some kind of monster... what's going on?"

I feel like I'm going out of my mind because to me (and the four beta readers I shared it with) it was abundantly obvious by the end what was going on... but I'd love for someone else to read it and either decide I undercooked this one or confirm that the judges weren't paying any real attention.

It's a very quick read here - appreciate any help on this one.