Mystery has nothing to do with science fiction. Here you are confronted with situations that could happen in exactly this way and often contain supernatural phenomena. Not only conspiracy theories are part of the basis of this genre. The still existing question of extraterrestrial life is taken up again and again in different ways. You are presented with situations that only hint at things.
A lot is left hanging in the balance, leaving you with no answers. Here you have to shift from thinking to more subtle levels, because mystery is not rational in any case. There is no clear story arc, the events break out in all directions and in this way make it clear to you that the mystical eludes your rational mind and you have to wait until the entire plot reveals itself to you after many creepy moments.