My players like mysteries. They feel clever when they get clues, they love that sense of heady excitement when they start to figure out what is behind the problem, and they prefer to genuinely earn the victory from solving the crime or mystery.
I suppose I could start that off by telling them who the bad guys are, what the bad guys have done, what the bad guys are going to do, and then let them operate in that environment. But to suggest they are immature for wanting to use their characters to solve mysteries seems to really miss the point of why some people enjoy the hobby.
There is pleasure in figuring things out.