Have you spent time with people practicing Radical Honesty? I didn't get how it worked from reading articles about it but in practice the folks in that community are quite nice.

Subtext is harder to understand than communicating clearly, and so subtext can be enjoyable and signal intelligence in the same way that playing chess is more fun and shows more intelligence than playing tic-tac-toe.

I far prefer subtext in a story to in real life. In a story the worst thing that can happen is for you to beleive that 'animal farm' really is about a bunch of animals. In real life the worst that can happen is that the pilot doesn't realise that when the navigator says 'the weather radar certainly is useful' the subtext is that the weather is too sever to fly in, and promptly flies the plane into a mountain. This actually happened.

Maybe it's easier to perceive the subtext when you are an average human interacting with average humans. Then the inferential distances are much smaller, so it is easier to guess each other's thoughts.

Is there something wrong with me?

Possibly, yes.
Humans have evolved to account for a lot of subtexts, often in the form of theory of mind and empathy.
It's considered poor form in a novel (as per the "show, don't tell" motto); I guess in a play, where you can visibly see emotions in the actors' faces, it's even more redundant and dull.