By clarity, I don't mean everything spelled out and spoon fed. I think of a magician who uses sleight of hand, there's nothing unclear about what he's doing, but we still don't understand HOW he's doing it. Mystery, intrigue etc. are equally as vital, but if not done correctly you leave even intelligent people trying to force puzzle pieces together that don't quite fit, and that can be frustrating.
Otherwise, why tell a story at all if some of the most important plot points are meant to be filled in by the audience? It defeats the purpose of story telling. I want to think my way into a film as much as possible, but I also like knowing that the director has a very clear notion of where he's taking me.