I believe it's a consequence of the complexity of the story being told, at least in the case of <PERSON> movies, and the amount of time / effort to construct such stories. I'll talk specifically about <PERSON> since the question focuses on his movies.
In an interview for NPR, <PERSON> mentions (emphasis mine):
I think there's a really productive relationship between the medium and the physical reality of time and the idea of time that we all live in. So I've been dealing with this in my films for years and I had this visual notion of a bullet that's in a wall, being sucked out of the wall, and into the barrel of the gun it was fired from, and I put the image in Memento, my early film, as a metaphorical idea or a symbol of the structural notion of the film. But I always harbored this desire to create a story in which the characters would have to deal with that as a physical reality. And that eventually grew over the years into Tenet.
So you can see that some of the concepts used in Tenet were first idealised for Memento, some 21 years ago!
Sometimes these stories are not created with a specific target audience in mind, but the writers / directors just want to tell that story to express themselves through the media of film.
In the case of Tenet, the director explicitly mentions his focus was not on the movie being 100% understood by everyone:
The interesting thing in movies is, you know, looking at the thriller genre in particular, you're not meant to understand every single aspect. 80
You're meant to go on the journey, pass through the maze, understand the things you need to understand for the stakes of the scene you're in, and then you get to the end of the movie and you've been on a journey and you understand how you got there. That's the key.
In a way, this is a movie where his target audience was himself (again, emphasis mine):
The idea that you'd watch a large-scale studio blockbuster and come out feeling like maybe there are things I didn't understand that I should go back and take a look at or whatever. I think that's kind of fun. And as an audience member, I've always enjoyed movies that, if you want to see it a second time, you're going to see a different movie. You're going to see different layers in it. 596