True Detective is one of those works where the climax takes a backseat to the build-up/exposition; much like life where there isn't always a grand ending that wraps up a certain sequence of events. While I thought this was likely incidental with the first season, the next two confirmed for me that this was intentional from the makers. I found the build-up in each season quite compelling and with brilliant acting; even in season 3 you had some great stuff from Mahershala Ali. Once I accepted this facet of the series, it became easier for me to enjoy it more.
Every once in a while, you'll always have such series that adopt an off-beat path with their storytelling. True Detective, Succession, and even Fargo. I loved the latter's fourth season (especially Chris Rock), despite most people disliking how it didn't live up to its promise.