The thing about something like Twin Peaks, or to use an anime example, Evangelion, is that the answers to the mystery never really mattered. They're basically mood setters, a way of making the audience feel off balance and anxious as we go through this weird esoteric work.
One Piece is not set up like this. One Piece basically has to answer most of its set up mysteries or else the work doesn't really pay off anything.
Not letting us know what the One Piece is is out of the question. Not answering the Void Century question pretty much invalidates Robin's whole arc. Sure, Oda could leave some stuff ambiguous, but most of what's been set up is too intrinsically linked to the story.