Sometimes, the author throws in red herrings. They will have several similar unusual looking characters. Sometimes the author clears up every one of them and I feel satisfied. She got me and I feel silly I fell for that one, but it was cleverly done.
What I find too often and it truly bothers me is running themes that are never used. And if the author doesn't mention them, I feel betrayed. It's one thing to add lots of possible courses for the outcome, it's another to fail to let the reader in on how these elements fit in with the story, especially the ending. Well, I'm off my soapbox now. I will continue to read these stories, because just recently, I figured out not one, but two plot twists in a novel.
How about you? I know a lot of you are romance readers. Do unfinished plot elements bother you? Am I taking this too seriously? Or are you also a puzzle person and love all the pieces at least on the table?