I wasn't bothered by the narrator being sketchily written. There's a certain style of first person narration where that works, because it allows the listener/reader to pour themselves into the story. I thought his reactions to events were believable on a basic human level, so I didn't feel like I needed to know details about him. In fact, I think they would have gotten in the way. The horror of the story felt very immediate. I felt like it was happening to me. If I had been thinking about who the narrator was and why he did things, that effect would have been lessened.
This was one of my favorite recent stories. Probably because it touched on a very real and practical fear of mine: the fact that you never really know someone until they decide to let you in. By the time they do that, it's often too late--you're already tangled up in your feelings for them and their feelings for you. In this case, the guy's need to be loved led him into the world of a complete monster. Funny how that happens.