Why is disorienting the reader bad?

Why must everything have context?

Why must everything be explicated right from the start?

One of my all-time favorite stories has this as a first paragraph:

Say you're a kid, and one dark night you're running along the cold sand with this helicopter in your hand, saying very fast witchy-witchy-witchy. You pass the sick man and he wants you to shove off with that thing. Maybe he thinks you're too old to play with toys. So you squat next to him in the sand and tell him it isn't a toy, it's a model. You tell him look here, here's something most people don't know about helicopters. You take a blade of the rotor in your fingers and show him how it can move in the hub, up and down a little, back and forth a little, and twist a little, to change pitch. You start to tell him how this flexibility does away with the gyroscopic effect, but he won't listen. He doesn't want to think about flying, about helicopters, or about you, and he most especially does not want explanations about anything by anybody. Not now. Now, he wants to think about the sea. So you go away.

There's no context. It's deeply disorienting. And that's because the story is leading you up to the enormity of the ending bit at a time. The first time I read it, when I got to the end and figured out what I was reading, I cried, and I often cry again when I read it.

Writing fiction isn't about conveying information to the reader as efficiently as possible. It's about changing the reader's consciousness - it's about making the reader think, and about making the reader feel.

(You can read the whole story here. Spoiler: it breaks another of the rules in this article, though it might take you a while to figure out which one...)