Look, if being "mysterious" is the only thing that makes someone interesting, that just shows how poorly thought out said creation is in the first place.
It's not a bad quality for a monster to have. It is
a bad quality for a villain to have.
A monster is a force of nature that derives its oomph from being mysterious and simple, and usually represents some kind of iconic, elemental fear. A villain is just like any other character - except that he's the bad guy.
The more you know about a monster, the less cool and interesting he is. The more you know about a villain, the more cool and interesting he is.
The Borg were originally designed as monsters, not villains. As villains, they're too simplistic. VOY made the mistake of trying to add complexity to move them from monster to villain status. All that happened is that they ruined a good monster and ended up with a lame villain.
Villains are pretty common in literature, movies, TV shows, etc, because being regular sorts of characters, they're much easier to devise. But a good monster is hard to create, which makes it a rare thing and should be handled with care.