I think the clue to the main reason for this lies in the total number of episodes of the whole series, which was 17. I'm not sure that any other series has had such an odd number before finishing. My understanding is that the filming was incredibly expensive - it did use some cutting edge techniques for its time - and Lew Grade (I think it was) was getting nervous about the spiralling costs. Patrick McGoohan, whose series it essentially was, was told to wrap it up PDQ. Hence the last two episodes seem slightly disconnected from the rest.
It is also likely that these two were rather cobbled up in a hurry, with little real build up to them, and were likely hastily scripted around PMG's own, not completely clear, vision of how the whole thing should end. I seem to recall that there was originally envisaged that there would be 24 episodes made, which means 7 are 'missing.' To the best of my knowledge, there are at least 2 for which scripts, or at least story outlines, were produced, but were rejected at the time by PMG.
Whether these would have added to our understanding, I'm not sure, since the whole series was, I think, intended to leave the viewer guessing, even though some of the explanations were subtly there. For instance, in the final few seconds of the final episode, when the butler stands at the door of the prisoner's house, the door opens automatically, as doors did in the village, suggesting quite clearly, that for all the appearence of his escape, he was really still trapped. My view is that if anybody tries to discern explanations for everything that went on, they will drive themselves crazy because the explanations just aren't there, deliberately. That's what I liked about the whole thing. In my view there has been nothing remotely so unusual and interesting since.