Dune, Inception, Interstellar, GoT, etc aren’t really confusing – they’re just intricate.
Cloud Atlas, Vanilla Sky, Tinker Tailor Soldier Spy are both intricate and intense. Any failure to pay attention is punished.
Tenet is (sadly) just rubbish.
Lost was utterly confusing because it wasn’t planned. They had no idea what would happen episode to episode, never mind season to season. The GoT books has aspects of this too – you can tell that it all wasn’t planned in advance as seemingly important characters just…stop.