I don't mean to nitpick, Tom, but is this really your plan?

That's a fascinating question, because I have the same problem with Douglas Adams. I feel like they present a world full of inexplicable menace -- as the world is always inexplicably menacing to children -- and outrageous happenings, both good and bad, that provide Snicket/Handler an opportunity for witty commentary while constantly reminding us that the children are sad and scared. I like his asides about what big or complicated words really mean, and I like how Sunny's word salad usually has some relevance if you get the reference. I guess I feel that, though Snicket-the-narrator is affected in a lot of ways, those ways work in service of the underlying humanity of the characters. I know I haven't explained it all that well, and I might be gravely disappointed by the end, but I really hope that the last book will reveal the mysteries and give the children some sort of resolution. It could even be pretty happy, given that Snicket's never going to forget that the children lost their parents horribly and nothing will ever make it all better.