Shrimpy named the black hole that is Rean as his main reason, I believe.
For me, personally, it was the incessant "characters get saved by Deus Ex Machina" or "beat the boss in gameplay, but the cutscene after will still play out like you lost" or "villain you capture gets away because f*** you" or "someone else captures fleeing villain for you, usually via Deus Ex Machina (as in there's no rhyme or reason that someone else should even be there) because what even is a satisfying conclusion?".
Now, I don't mind these three things if they are used sparingly (like, once per story, IF that), but Trails of Cold Steel 2 and 3 used these or variations thereof for nearly every single goddamned boss fight, and it took me out of the games like you wouldn't believe.
Honestly, I wouldn't know if the other arcs are any better, since I only got to the end of Chapter 1 of Trails in the Sky FC, before I kinda stopped playing.