Puzzling twists leading to bitter sadness. Why?

Ck here deliberately and repeteadly hides and then reveals informations, only to add a dark, unexplained twist at the end everytime.
This is this whole series.
I guess it's his artistic style and inclination to try to surprise us with some shocking twists, hence the need to make it puzzling: so he can surprise us and shock us.

I like this when the surprise makes us laugh, like on Louie.
This show was pointed in the opposite direction, to make us sad. And maybe depressed.
Goal achieved.
My question is, why?

Art is like cooking, so the best cooks dose the elements to make it interesting and satisfying and healthy. Don't put rat poison in their dish and say "you'll be surprised!"
Nobody likes a dish too salty, or sugary, or sour. So why deliberately make it so?
Ck made this piece too bitter for me, and I don't understand why.
Was he trying to be more profound by telling us how tragic life can be, but this time there's nothing to laugh about?
Or is that the ultimate puzzle he wanted for us?
Why is it called Puzzles? That's the puzzle!