Yeah "Arrival"'s ending pissed me off too but I actually didn't care much for the earlier parts of the film either. I just didn't care about the aliens or why they were there or any of the human characters.
I think it's best to appreciate "Montage of Heck" for what it's not rather than what it is. The motivation behind it can be difficult to pinpoint at times and it seems satisfied simply being something other than a standard "rise and fall of an icon" documentary portrait.
Only heard "Yield" once but my reaction was similar to Joe H's- generic rock city and definitely not on the level of "Vitalogy" or "No Code".