Mileage will vary. I think TPM for me was a confusing mess until I read the novel and felt I had more solid footing with what the story was to be. Similarly with ROTS and Grevious. So, for me, TPM was my first encounter with this where the central conflict didn't make sense until reading ancillary material. Like, even at 15 watching it in the theater I was left going, "Huh?"
Vs. TROS which I actually understood OK in the theater.
There's a difference between being able to pick up on certain plot points or not, which is indeed subjective, and it not being physically possible for anyone to do anything but guess because the information is simply not there, which is very much an objective problem.
It's the same basic rules that separate a well written mystery from poorly written one (actually it applies to most types of stories, but "mysteries" just make it easier to illustrate the point.) In a well written mystery the author plays fair with the audience and gives them all the information they need at the risk of a certain portion of them figuring out the twist ahead of time. There can still be misdirection, but again, the author must play fair and have it follow some internal logic.
A poorly written mystery does the opposite; the author withholds vital information from the audience leaving them guessing or confused, and will often heavily lean on misdirection, red herrings, and 11th hour reveals with no set-up, and just hope most of the audience thinks they were just too stupid to figure it out themselves. In reality it was probably the author that had that problem since most of the time, this approach is the way of hacks who are too lazy or too incompetent at storytelling to do the work needed to plot out the internal logic and present the information intelligently. It's all razzle dazzle and no substance.
In the case of TPM, whatever else one might say; all the information needed is right there. YMMV as to who does and does not pick up on the connections as you say, and that's fine. The same is not true of TRoS.
Sure, I can guess what's going on. I'm well versed enough in the lore to make up my own head canon about how the Sith Throne of Exogol works like the nightsisters' alter on Dathomir or Eternal Rur of the Ordu Aspectu; it traps a copy of the mind of the reigning Sith Lord upon death, so the next Master (that presumably killed them) can claim their knowledge and all of the predecessors for themselves, thus perpetuating the Legacy of Darth Bane. So Palpatine never came back; he really died over Endor and that thing was a copy bound to that place, unable to leave or regain any of it's old power. Left to it's own devises to go mad because there's no new Sith Lord to show up and claim the throne (because Anakin's final sacrifice actually meant something!) and the crazed cultists ended up following it because again, Vader never returned to them . . . but nothing of that or anything approaching it is in the movie, nor is it adequately set up in previous movies as such a massive plot point should have been.
What's worse, the follow through is even less coherent; a fleet of Star Destroyers that can destroy whole planets! But they need a guidance beacon to go "up"! And there's only one beacon at a time! Something, something kill the girl! Something, something, no don't kill the girl! It was all part of the plan, honest!
Leaving aside the creative bankruptcy and lack of imagination of going back to the
"No, I am your (grand)father!" well; Taking a few loose threads from TFA like Rey's parents abandoning her and Snoke looking enigmatically weird, then jamming them together does not a coherent plot make. It skips far too many steps. There's a reason the movie goes for such a breakneck pace (and has both terrible editing and pacing as a result): They're trying to make sure the audience doesn't have enough time to think about what's going on. And if you don't want your audience to think, then it means you have much bigger problems.
