Hmmm… well, I see where TheBlueCat is coming from, but I think this has less to do with the writing technique and more with how each person becomes invested in a story. Personally, I was instantly connected to Yuzuru and the idea of choices and whether or not they make sense. I think we're supposed to understand little by little, and retrospectively, why it is that he was chosen by "gods" to play these existential games.
Your disconnect may tell more about you than about the author and the story. Nobody is supposed to feel the same way as you. Some will, some won't. And that's not a bad or a good thing.
(For the record, Shounen Y ran successfully for eight volumes and although the mangaka isn't well known in the West, he's been continuously serialised ever since.)
I can't wait to translate the next chapter.