I'm pretty sure I've realized why I like "Twin Peaks" and other shows like it so much.
I saw an Instagram reel that touched on something similar to my "Good Series and Detective Correlation" thought. From what I could tell, it was from an interview with Lisa Marchiano. The argument was that people love detective shows because they involve truth and justice. I can see that point, and I do resonate with it, but it's not exactly why I love these shows.
For me, it isn't necessarily about police or detectives finding justice, they just happen to be the leading themes. What I love about shows like "True Detective" season 1, "Gravity Falls" (an odd pick, but hear me out), and especially "Twin Peaks" is the sense of a larger, slightly surreal reality that gets revealed.
To briefly make my point, and warning: spoilers. At first, "Gravity Falls" seems like an ordinary kids' TV show, with nothing especially unusual about it. But the further you get, the more you discover Bill Cipher, the larger reality he comes from, and the deeper history of Gravity Falls itself.
"True Detective" begins with two detectives investigating a murder, but it gradually reveals a much larger conspiracy with clear "The King in Yellow" influences. "Twin Peaks" starts similarly, with the investigation of a murder, but takes it even further with the White Lodge, the Black Lodge, BOB, and Judy.
In addition, I just love the surrealism and the weirdness of "Twin Peaks". I think David Lynch did a great job directing and writing the show and movie. The Arm, the mystery behind Judy, and just the aspect of having these hidden realities leave my mind to wonder what we might not know about our world, but it's also fun to just speculate about these things.
"Gravity Falls" may not be the best example, but alongside the other two, it still helps illustrate what I mean. To put it simply: start small and ordinary, then gradually expand into a bigger reality—or even other dimensions—like "Twin Peaks" does.