I think it depends on the work. Take the tv show The Wire. There is a lot to understand and learn from it. I found doing so really worthwhile (for multiple reasons).
To me they feel a bit like people who watch a beautiful sunset and get mad that it is not beeing self explainatory. They cannot just see things, they have to understand in order to get satisfaction.
The good old "what wanted the artist tell us" is bullshit. I went to art school and graduated with a MA. The really interesting stuff often happens where the artists themselves cannot tell you what made them do it a certain way. Sometimes the work is more intelligent than the artist and you realize they have no clue what they did when they did it. Tarovsky however certainly knew what he did, but the whole point was precisely that which is hard to grasp.
I obviously understood SOMETHING about it, even if it was just my own understanding.
I've read that some/most of the actors were actual police force at some point. I may be getting the details wrong, but I think that's why it felt so real, because it was real even if the specific situations were fiction.