I noticed that, too. I'm not looking forward to mystery being milked and dragged out in any way, so I hope to get answers Really Soon, but right now, I'm still enjoying things. For comparison, regarding Mr. Robot (for courtesy, I'm putting my specific discussion of both seasons of that show in the spoiler tag, although season one is now over a year old):It feels like this last episode left us in more or less the same place the last one did.
Mr. Robot managed to keep from explicitly revealing the truth about what we were seeing basically for an entire season, in two different cases. For the first season, it was the fact that Mr. Robot, the character, exists entirely in Elliot's head. For the second season, it was the fact that Elliot was actually in prison instead of walking around free. Other reveals have also been kept hidden for extended periods, such as the fact that Darlene is actually Elliot's sister and what Stage 2 is intended to be.
In my opinion, Mr. Robot has managed to deal with extended unreality masterfully. Not everything is always imaginary and existing solely in Elliot's head. The '80's sitcom that Elliot experienced is a notable exception, but in that case it was so unreal that it was obvious that that part was all in Elliot's head. Reveals never happened Really Soon, but the show held my interest and I cared about the characters and situations even while it was clear that we didn't know for sure all that was going on.
In my opinion, Mr. Robot has managed to deal with extended unreality masterfully. Not everything is always imaginary and existing solely in Elliot's head. The '80's sitcom that Elliot experienced is a notable exception, but in that case it was so unreal that it was obvious that that part was all in Elliot's head. Reveals never happened Really Soon, but the show held my interest and I cared about the characters and situations even while it was clear that we didn't know for sure all that was going on.
If Legion is going the same route of having elements and people that aren't real in the sense that they have been created out of David's mind, then a high bar for comparison has, in my view, been set by Mr. Robot.