As a man, I don't think I've ever been attracted to a woman who I felt was mysterious or who I couldn't figure out.

What appeal does it have to women? I've heard it from multiple sources that men who are mysterious, unknowable and layered are a thing women are into but I don't get the motivation.

Most of women's behaviors make sense in the light of sexual selection theory and the desire to optimize fertility options but I don't get what this is about.