First, this isn’t necessarily true. Second, the examples you give are complexities of style, not complexities of substance.
And, at the risk of oversimplifying, a work that is complex isn’t necessarily better, but it has more potential. If it’s simple, you can get out of it all there is to get from a single exposure to it. If it’s complex, it has many layers and nuances and may reveal new depths with many, many listens (/viewings/readings).