I think one of the biggest hurdles for short story enjoyment is the expectations we have going into the reading experience. A really good analogy would be the difference between movies and TV shows. When you go to the movie theater or put a movie in at home you’re know you’re in it for the long-haul. You expect a longer time commitment as well a complete beginning, middle and end.
TV shows are different. You know going in that it’s only going to be thirty or fifty minutes long. You expect to be a presented with a scenario that is consistent with the show’s story arc and you expect that scenario to resolve. There may not be a solid beginning, middle and end but you do expect the scenario to feel complete.
The same goes for novels and short stories. A novel is a longer time investment. The story should have complete beginning, middle and end elements along with character development. A short story is a scenario. It doesn’t matter if you know every detail about the main character’s life; what matters is that you care about the character.
Therefore it’s important to know what type of experience you should expect before getting into a story. Otherwise you’ll be doomed to disappointment. It would be like watching an episode of Fraiser but expecting something like Ben-Hur. It’s not that either are bad just different forms of entertainment.