Oh yes. I had the same experience when I was teaching creative writing. I gave my students one of my own stories to critique, and they were hopelessly confused by it. (It wasn't a particularly good story, but it was not confusing if you could just get your head around the sfnal setting.) And they were, in fact, very bright and motivated students. They just didn't get the necessary reading protocols.

My experience has been that sff readers enjoy solving puzzles and they are pleased when their narratives give them puzzles to solve. Non-sff readers tend to see puzzles as failures, either theirs or the author's.

There's a marvelous book I used in my dissertation, which I highly recommend if you haven't read it already:

Rabinowitz, Peter J. Before Reading: Narrative Conventions and the Politics of Interpretation. Ithaca: Cornell University Press, 1987.