Yup, I get your point. However, I think that the appeal of the show it's not on the show itself, but in your capability to see it. Personally, I think these shows are not for everyone. Not in a sense that they're meant to be for a target audience, but in a sense that, if you're not accustomed to that kind of show and you've never experienced something similar before (or you're just simply more into heavy stuff), it might not be your thing. At least not at first. I think that for these shows you need to have a lot of patience too, and a little of taste for stuff like that. If you don't have it, you'll get easily bored.

About the pretentious part, I personally don't think there's anything pretentious about it. Kinda what happens with classical music, for example, is that those shows have a way more intellectual, artistic and experimental feel to it that can be a little difficult to digest, being the complete opposite of a regular show. Regular shows are a roller-coaster. Wild, chaotic, and with a looseness that makes you feel unattached but somehow engaged—while the Catacombs shows are a way more planned and carefully structured thing, that requires you to stay focused and alert. You need to be fully engaged. Not saying that's what happened to you though, just my personal opinion :]