The difference is that Mad Men and Breaking Bad take place in the "real" world, whereas Lost takes place in a world where the writers have invented new rules and possibilities for the characters and events to follow. We don't need to be told why Walter likes science, because we all understand the process through which people develop their own interests, even if we don't know the specifics.
In Lost's world, however, we do need to be told why some random scientists thought it would be a better idea to train polar bears to turn a random magical donkey wheel rather then, you know, turning it themselves, or using a robot, or just leaving it alone, because otherwise these events happening just seem strange and random to the viewer.
Now, you're right, some ambiguity is fine, and if at the end of this show we were only left wondering why they had polar bears doing this job, or other such small and trivial questions, fine, no one would really care. Lost for much of the run was very well written and well produced, and the number one thing I always loved about the show was the character development (the best stuff was always in the flashbacks, not on the island). The point is that the entire show was, in the end, left as an unexplained mess (just like this crazy polar bear issue), where a ton of the actions of characters and the meanings of events from the show's six year run still make no sense to the viewers.
Lost invites more questions then Mad Men or Breaking Bad because we already know the answers to most of those shows' mysteries. We never got to that point with Lost.
