>>212745500 (OP)1/2
There's much to discuss and it's sad to see this thread with so few replies so I'll just type some of my thoughts. Movies is mostly a form of art. An expression of feels and thoughts. There's really no direct puzzle nor solution.
>puzzle films that need to be “solved” to be fully understoodI feel this question starts from a harsh angle conserning the movies you mention later. According to this list of puzzle-movies https://www.imdb.com/list/ls082832362/ their puzzles are more direct and less subtle.
>fully understoodLets ignore the word "fully" as it's unnecessary and focus on the word "understood". I don't think understanding is the main point when it comes to art. Perhaps the word "experience" serves a better purpose for your concept of puzzles in movies. The filmmaker wants to deliver an experience for the audience and some include puzzles, either with or without a clear solution, to engage with them and allow them more meat for a rewatch.
You mentioned Kubrick and Lynch. They're two filmmakers who included a great deal of obscure symbolism and subtleness in their movies. I feel Kieslowski, Altman, Jodorowsky, Tarkovsky, Aronofsky, Hitchcock, Wilder can be included in that bunch depending on your definition. There's more but I can't really name the off hand. One common theme are their inclination to direct ambigious movies allowing and encouraging interpretation of the art. Their photography, music, dialogue, story, characters has some vagueness, making you question the motive and the intention. Big Guy is a funny example of this.