A lot of Junji Ito's work is basically "wouldn't it be fucked up if this happened" and then it runs with that idea and very little gets explained. I think if, say, the balloon heads were explained, it'd make the story go from campy to too goofy to enjoy. Not knowing where the planet Remina came from or why it's targeting Earth makes it scarier. Even when things are given an explanation, like the virus in Gyo being the result of biological warfare experiments, there's often still a lot of ambiguity if that explanation is correct. I really like Mimi's Ghost Stories, which is an adaptation of some Japanese urban legends.
Also he made one of the most faithful adaptations of Frankenstein I've ever seen. It's not entirely a 1:1 adaptation but it's still refreshing to see a version of Frankenstein that is so close to the text.