Works where stuff being explained complements the horror/wonder/mystery/etc. instead of hindering it?

You've probably heard or seen something along the lines of "the more a work explains stuff about itself, the less scary/cool it becomes" at least once before. And I know of a couple of examples where that's the case (FNAF's infamous "the animatronics are possessed by dead children because of Remnant and William Afton was harvesting it" or whatever the fuck it was, and the midichlorian stuff that Star Wars heavily downplayed after the prequel films).

I'm wondering, though. Are there any works where the opposite happens? Where a terrifying thing becomes moreso after it's explained, a mystery being unraveled raises further questions (and not in a bullshit JJ Abrams kind of way)... that kind of thing?