Lee Child puts his finger most neatly on the reason I don't read much fiction in the mystery/suspense category:
Child speaks with surprising sharpness about the trick of making suspense work, saying this too is really a matter of confidence above all.
It's not like following a recipe for baking a cake, he says; it's more like making your family hungry by delaying dinner for four hours. "You've got to be extremely self-confident about doing it because it's so simple. You ask or imply a question at the beginning of the book and you absolutely self-consciously withhold the answer. It does feel cheap and meretricious but it absolutely works."
It's like this: if I want to figure out a puzzle (as I sometimes do), I tackle a puzzle. It might take me a few minutes or maybe an hour, but not the hours or even days that reading a book will. Or I watch a movie (couple of hours max). But this isn't what I want from reading - which is, roughly, life. OK, you may say, but there's more to a good thriller than just the puzzle. Yes, I know. But whatever more there is is sort of in the service of the puzzle, and that thought gets in my way. I'm not trying to justify the attitude, much less to put anyone else off what they enjoy; I'm just explaining a predisposition and, as it might be, limitation of mine. And I make exceptions.