Very much worth a watch, this show is pretty unique. It does complete its story arcs, so you will not get frustrated by that if that is your worry.

I agree that season 1 is far more engaging but imo, that's mainly because the level of intrigue that I felt at the beginning of the story was insane — they were great at keeping that intrigue rolling in an interesting way. But that kind of mystery can only last so long, because it grows weaker as the audience learns more about the characters and world.

I think there was a part of me that felt disappointed by season 2 simply by the fact it couldn't give me what I felt during season 1, and actually, I wouldn't want that — the final episodes of a series shouldn't have the same kind of tension of the beginning of the story.

Overall, I'd say that season 1 is excellent (in particular, there were some visually impressive and stylish sequenced that I loved) — Riveting" was the word OP used. Season 2 is also decent. I don't recall it feeling rushed, and it does end decently.