Finished off season 2 of True Detective. Overall I was quite underwhelmed.
I don't know why so many folks are not enjoying the second season of True Detective, but my friends and family feel the same as you.
IMHO, there was only one episode, where ONE SEQUENCE was lame: the sequence where they raided the EYES WIDE SHUT sex party and accomplished certain things (no spoilers).
Personally, this was the only time where the series veered into a totally different vibe (a "Mission Impossible" vibe) that was incongruous with the first two seasons.
It definitely has something to do with personal tastes—I think a lot of people had an easier time getting lost in the "Southern Gothic" elements of the first season, and were disappointed that it was replaced by the grime and dreariness of urban/suburban (Southern?) California.
Anyway, it reminded me of a lot of cities I know in Southern California.