It would've been good if the much-vaunted literary references had meant something more, that's for sure. But the critical press slash blitz-marketing machine has been over-determining the significance of all that stuff, so I understand why Pizzolatto's been making concerned noises in the press about it.
I think it's possible to watch the series through a cosmic horror lens. For instance I viewed Rust's "hallucinations" as phenomenal, not psychological throughout - as things that were actually there in some sense. Weird realism.
I had a few problems with the finale but for me it was excellent. The creeps were creepy, the thrills were thrilling, and the coda was quite emotional.
With any luck the appetite for cosmic horror and weirdness shown by the critical response will encourage the creators to go further down that road next season.