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Source: https://writers.stackexchange.com/a/32190
License name: CC BY-SA 3.0
License URL: https://creativecommons.org/licenses/by-sa/3.0/

In principle, you can have an open-ended story, where you leave the mystery unresolved and present it as, Mr Reader, what do you think the solution is?

But in my humble opinion, this is hard to pull off in a satisfying way.

Your post reminds me of a movie I saw years ago, "Unidentified", that was about a group of reporters investigating a UFO sighting. The story was presented as, One reporter is convinced it's all a hoax, another thinks it's aliens, and the third thinks it's something supernatural. And when they got to the end -- WARNING, SPOILER -- nothing was resolved. We were just left with the three competing theories. If this had been a documentary, I would have been impressed with how they treated all three competing ideas fairly and gave each a chance to present their case. Maybe the goal of the producers was to present these conflicting ideas, I don't know. But as a drama, it just ... had no ending. People argued about competing opinions, and then the movie just stopped in the middle of the discussion with no resolution.

Without knowing more about your particular story, I can't say if you can make this work or not. If the story is about character development, and the mystery is just a side issue along the way, maybe when the hero learns his valuable lesson or whatever the reader won't care about the resolution of the mystery. It's served it's purpose, now we forget it and move on. Or if the whole point is that this is a mystery that will not be easily solved, having the story end with the characters talking about how this mystery will not be easily solved might be a sort of paradoxical resolution, i.e. the solution is that there is no solution. Another trick is to have an ambiguous ending: to have the characters think they've solved the mystery but then there's a final scene where something is revealed that calls the solution into doubt, and the reader is supposed to go away thinking, "So was it really X or not?"

But frankly, I think leaving a mystery unresolved and still having a satisfying story is hard. Not impossible, writers have done it. But it's hard. You can't build up a mystery and then just drop it and leave it unresolved. You have to have an ending that, in some sense, explains why it is unresolved.

Original score: 2