This can be a highly effective form of writing when done well.
A strong setup can certainly pull readers in. The problem is often most inexperienced writers use such a setup to clear away their "mind fog" and get to the point. And once the words are on the page it's hard to remove them (nobody wants wasted effort).
My guidance to new writers is always this: start with two bulleted items. First is a question or priming sentence. Second is the conclusion the reader will takeaway after reading what you've written.
Once you have those two bullet points you make them part of your first paragraph AND use them to structure the entirety of the piece (just add more bullet items between the first and second points).