As a western consumer my problem with Japanese settings is that they are low priority in their own franchises. They are often an incidental byproducts of whatever characters and archetypes are in use in any given work. A setting element will not serve the setting, it will just be an accessory, if not to a character then to a scene that is in turn constructed for a character.
Instinctively I want something to explore and delve into, but a Japanese setting wants to be more of a singular perfect sequence of moments, like the ritual writing of a kanji scroll.
Of course that is just my uneducated observation.