I don't particularly enjoy having my hand held through a narrative, but I know plenty of people who don't mind, don't care, or don't know. It's easier to "participate" as an audience by passively consuming the art than to engage with it actively, and no doubt such art is easier to produce.
Many people seemingly desire a contract to be enforced between artist and audience, where the artist constructs a narrative that is sensible and palatable and neat and tidy. Look at the reviews for Birdman (2014), for example. Plenty of people couldn't tolerate the ending, even if it thematically and tonally made sense.
Gone with the Wind (Mitchell, 1936) upholds such a contract; Light in August (Faulkner, 1932) does not. With no slight against the former, the latter could be used as an example of a work with a radical trust of its audience.