Having watched this last night, I still come away with the same overall impressions of the show - great acting, great cinematography, and great music, but too willing open up new questions and loose ends while being unwilling to provide closure in a way that ultimately leaves me unsatisfied.
There are a lot of similarities to my experience with LOST here, though I think The Leftovers is better. LOST went downhill pretty quickly in my opinion, in particular becoming victim to an early extension from 4 to 6 seasons, and having to spend a lot more time treading water and having characters engage in stupid conversations and do stupid things in order to preserve "the mystery". In the end, the completionist in me came to resent having to sit through the last couple of seasons which ended with a finale that I felt didn't really go anywhere.
I enjoy the show a lot more than I dislike it, and I think season two was a step up on the first. I'll watch again if there is a third season, hoping it doesn't go down the same path as LOST, but I won't miss it if there isn't.