Ambiguity can be a great enhancement to a well-crafted story or a major pitfall that exposes just how stupid the concepts behind a story actually are. If used correctly, this can be one of the most impactful and thoughtful ways of crafting fiction. It can add genuine depth to various aspects of a plot or complement deep themes about the nature of reality. Unfortunately, this is not the only way ambiguity can be used, and it is not even always the most common one. People can recognize the distinction between the two as they consume media or think about the distinction by just reflecting on entertainment they are familiar with even without immediately viewing or reading any examples. This could drive them to think about why someone might want ambiguity in stories they are creatively involved with.
There are two general reasons why a storyteller would lean on ambiguity as a major part of their stories. They might personally enjoy or intellectually appreciate the epistemological nature of ambiguity with matters outside of strict logical certainty. Perhaps a lack of clarity on certain events, motives, or in-universe truths actually makes the stories more thematically powerful or artistically clever. However, the other reason someone might rely on ambiguity is far from a mark of excellence: they might be trying to disguise either a lack of plot or thematic coherence or draw attention away from a logically impossible and therefore asinine aspect of the story, or they simply did not even put enough effort into thinking about the story that they are not attempting to disguise anything.
This is the difference between something like Annihilation or Us and something like Tenet. While the former films use ambiguity to accentuate their stories and the philosophical themes therein, Tenet has nothing but a story that is so utterly vague that almost nothing has a clear reason for being in the plot, not to mention that its characters confuse causal events with time itself (events happen in time, but time continues in one direction even if events could be reversed). Tenet is both ambiguous to the point of being superficially gratuitous attempt to seemingly come across as deep and philosophically erroneous in the core ideas about time discussed as if they are true.
Ironically, Christopher Nolan handled ambiguity far better in Inception before he directed Tenet. Now, the movie does help reinforce the ultimately false idea that a person cannot know if he or she is dreaming in any grand philosophical sense--something I am rather excited to have proven entirely false [1]--but at least the story, themes, and execution were more coherent than the contradictory elements of Tenet. Not only was Tenet a philosophically asinine movie far beyond the kind of stupidity asserted in many other movies about time, but it was ambiguous to the point of it being entirely up in the air if even the director knew what was supposed to be happening at times. At least Inception uses ambiguity in clever or thoughtful ways, such as when the top is left spinning at the end as viewers wonder if the lead character is still in a dream.
When used right, vague settings, dialogue, imagery, and themes can express something very artistically and philosophically significant. This approach can hold a mirror to real epistemological limitations while honoring the fact that some things can be known. When used poorly, vagueness accomplishes little other than drawing the attention of intelligent audience members to the storytelling deficiencies and philosophical errors in a work of fiction. Ambiguity can be used for either end. It would usually not be difficult for an observant, rationalistic person to tell the difference between the two when an example is right before them.
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