I have! Joe Cinque's Consolation by Helen Garner is one. The lack of firsthand conversation with Joe Cinque's killer was intensely frustrating. I'm a literal person and investing all those hours only to get to the end and not know why he died - aargh!
What book do you wish you hadn't finished reading?
The Doomsday Book by Connie Willis. Hundreds of pages of plague and misery... Nearly sapped the life out of me.
The Thomas Covenant series by Stephen Donaldson. All 6 books were reasonably well written but the story was so bleak. I wasted a holiday in Anglesea reading those books when I could have been out on the beach.