In reply to Paul Trueman: Simple. It's the X-files effect.
The first season was written, with no real expectation of getting a second. The mystery aspects strike a chord with many viewers. The programme becomes unexpectedly popular, and piling mystery on mystery keeps the punters coming back for more.
Unfortunately there wasn't a plan, and the kind of peopel watching it are continuity fanatics so it ties itself in knots for a while. Most of the viewers get bored/baffled/pissed off and leave.
Grand finale is contrived.