Also FTR although I generally enjoy the original series I was one of those fans who was dissatisfied with the way it ended. In fact, the Bob/Mr. Palmer reveal was basically the shark-jumping moment for me.
Self indulgence isn't necessarily a bad thing in and of itself but in recent years Lynch has made his films more experimental but in less satisfying ways (as opposed to "Eraserhead" which is still probably his most experimental work, at least of the work I'm familiar with). And since you mention artists I love, I'll use an obvious example- Jodorowsky. "El Topo" is probably my favorite film and I love his early work in general but his recent stuff is similarly self indulgent and almost seems like a parody of his early work. But unlike most of his fans, I'll actually admit that. And Lynch's fanbase has a similar inability to criticize him- that's mainly what I was saying.