Most urban fantasy is what I (lovingly!) refer to as “tour guide” fantasy: the protagonist is an expert in the setting and part of the fun is letting them lead the reader through the world. Even when the protagonist is a noob, an advisor character will show up right around the quarter story mark to explain the situation. It gives some context to the story and makes the stakes more concrete.
And that’s fine in most cases. But it’s annoying to see a supposed secret society giving Our Fresh-Faced Hero a guided tour of their headquarters, complete with an introduction to the irreplaceable person in charge. It’s not realistic and it doesn’t make sense.
So having the magic, players, dangers, and stakes inferred by the protagonist based on the events of the book–leaving things mysterious, in other words–was a choice, and many readers didn’t care for it.
The best part of the Twenty Palaces books for me was figuring out the mysteries of his magical system. It reminded me of discovering how magic worked in the Belgariad series by David & Leigh Eddings when I was a child. For lack of a better word, the discovery process itself was magical.