What is this "Sense of Wonder" of which you Speak?

When I need to relax at the end of a long day, I open a favorite book at random and read a few paragraphs before sleep overtakes me. It's comforting. As often as not, it's the Eric Holmes blue box rules set. I mean, if I could have ONE bedtime book, that would be it. Nothing evokes a sense of wonder like that book.. 
I love that moment in a D&D campaign or in a novel when you realize that the story is just one thread in a larger skein of narrative. It's the sense that the world is a place that holds infinite wonders, that you might never run out of adventures here. Something about the Holmes book holds out that promise in a way that no other D&D product does.
Of course, it's delivering on that promise that keeps writers (and DMs) on their toes, a feat that requires them to deliver ever-larger narrative payoffs without introducing anything to the story that wasn't somehow seeded within the initial premise. Any story that's spun out past that point shall never earn a place in my bed. 

Figure 1.

OK, so part of the attraction is the thrill of being in a world that has plenty left to explore but not where you're afraid to touch anything because the paint might still be wet. If I can sense the author sweating just to keep me on the hook, I feel it's best for him to take the gentleman's way out (see Figure 1).