That's exactly what I'm getting at, and also what Greg's argument was. I remember the mysterious and eerie feeling from 2001 as well and I would completely agree with you that that feeling is nowhere near as strong with the current story.
One one hand, you could also argue that the reason we find the mysterious setting so attractive is because of the idea that eventually we'll get the fulfilment of finding things out. It's the same as saying we want to see expansion and growth but then complain about what we lose as a result. I can at least speak for myself when I say that I longed for the day when we would find out who exactly Makuta was. And when that first instance at the end of 2001 came, I thought that after all the talk of him being in the shadows and being so mysterious, coming out in the form of a Matoran and the whole void scene was absolutely brilliant. It was like they still managed to keep him shrouded in mystery whilst revealing him in a physical form. The 2003 Makuta was the Makuta drawn out in the flesh (so to speak) which was exactly what I wanted in 2001. Now that I've got that, his mysterious side is lost.
However, I can also agree with those who complain about the loss of the mystery aspect in citing that some of the elements that made 2001 so interesting just haven't been used since then. Again with Makuta, it's not so much that the main villain has now been exposed as we wanted, but that the idea of a mysterious villain who we never get to see just hasn't been used since then. I think the Morbuzahk plant was the closest thing we've had since Makuta. I too would quite like to see a MNOG styled game where we've been thrust into a world we don't know, and Bara Magna would have been the perfect opportunity for that.
Personally, whilst I still harbour that nostalgic fanboy, I've never felt annoyed enough to complain about the tone we have now because what Bionicle has maintained throughout the years is a thoroughly interesting and inspiring universe which almost never fails to draw me in. I didn't find Metru Nui as mysterious as Mata Nui but I found it immensely interesting none the less.
The argument about wanting something you can't have has been used countless times with Bionicle and is hardly exclusive to it. Someone mentioned Harry Potter a while back. With Harry Potter, you have the same basic situation where we enter a new world which is unknown and mysterious at first, but inevitably gets expanded (or our knowledge of it does) as we go along. Try not to get too bothered by this. We get nostalgic about things and that's perfectly okay. If it's just human nature, it's often better to look at it from an indifferent perspective rather than complain. Just let the fans be that way and tell them, “look, guys. This is something that has to happen otherwise we get bored and the franchise dies.”