There are relatively few cases in film where something should/must ALWAYS be done a certain way. As a general rule, for a twist to be effective it needs to be set-up in some way, for there to be clues that there will be a twist, even if the details of exactly what the twist will be is obscure. Indeed, in most cases the audience expectation of the twist is the basic tension/suspense element upon which the whole film is based. However, a "general" rule is not the same as an "absolute" rule!
I agree that this type of film can be highly effective. However, there's a very big "but" here ... it's a very advanced filmmaking tactic because it's extremely difficult to achieve in practice! It's a very fine balance of holding enough back while still creating an engrossing enough film on first viewing to entice an audience to watch a film a second time. Particularly at the lower budget/experience levels, films designed to require two or more viewings to get the full picture almost without exception fail in this respect and most commonly fail to generate enough interest to even achieve a single favourable viewing, let alone two (or more)!
The difficulty here is "objectivity"! As a filmmaker your job for months (or years) has been to develop an intimate understanding of the whole story and work out your intentions of how to present it. Come post-production, you need to be able to completely forget your intentions and the fact that you already know the entire story (intimately) and look at what is being edited together as an audience would. IE. Seeing it for the first time, not knowing the filmmakers' intentions, only knowing the story up to the point they've seen so far and even then, probably only picking up some of story details (and connections) which you as the filmmaker are taking for granted. If this sounds easy to do, it's not! Even if it sounds difficult, the chances are it's even more difficult than it sounds! Pretty much without exception, a huge amount of time in post is spent considering which details/connections we need to help the audience appreciate, where we need to confuse/mislead them, what (with our help) they already know or think they know and then, how achieve all these aims with the filmmaking tools at our disposal.
G
