Rationally, you kept eating the meal because you liked the first bite! You enjoyed how the meal tasted, and that’s why you continued to eat! Sure, you might not have liked that the last course was poison, but that ending was about 1% of the total experience! How dare you complain about the meal or criticize my cooking?
That’s an exaggeration, of course, but not as much of one as you might think at first glance. As jsroberts and Brainspore below you wrote, there’s a lot more to an experience than the first viewing. With every hour I watched, I allowed the show to take up more and more real estate in my brain, more and more time that I could have been spent doing something else. Yeah, I enjoyed at the time, but I can’t reallocate it after the fact, and you know what that real estate in my brain’s used for now? Every time I see something that reminds me of LOST, whether an actor appearing on another show, or a reference in pop culture, or a post like this, I think “God, that was an awful, awful ending. Ruined the whole show.” And I feel bad. Sure, it usually only lasts for a few seconds, but it comes up again and again and again and will over the course of my life… because it wasn’t just a show that I watched once, thought was bad, and didn’t watch, it was a show I thought was good, and they ruined it. For shows I enjoyed, I have positive associations when I think back… that’s part of what I want from getting invested in something… the pleasant memories after the fact. And I can get even more enjoyment by rewatching it, to relive those early days and being able to think “Oh, wow, look, this was foreshadowing that other development” instead of “Look, there’s another plot point that meant nothing.” Worse (and this is one of those thoughts that also come up), they had what few shows ever do: A guaranteed run and a guaranteed end-point. They knew when they were going to finish it years in advance. About the biggest opportunity a long term televised drama can get. And they STILL $!$#ed up.
I liked Lost at the time. But ever since, it’s been nothing but a drawback for me to have watched it. Like a delicious-tasting poison.