I'm not sure that D&D as such doesn't make sense. I'm quite certain that some DMs create games that don't make sense, or that some players are unable to make sense of their DM's games (for good reasons or not), or that some people are unable to reconcile something about the game with their intuitive understanding of how things should be.
For example, in D&D magic is not particularly strange and mysterious. Some people don't like this and wish it would be different, but it makes perfect sense within the setting because in the setting magic is not an explanation for the inexplicable but in fact something that the player's characters actually craft and control. If you want magic to be mysterious, the first thing you have to do is take away a player's control over it.
And likewise, in D&D most monsters are not objects of fear and horror any more than a lion or a cape buffolo is an object of fear and horror to a capable hunter. Sure, these beasts may inspire respect and kick your adrenaline up a notch, but it makes sense that monsters wouldn't inspire fear because in the setting the player's characters are expected to be able to overcome them six at a time between breakfast and lunch. Yes, you may wish to have your fantasy be a game of fantasy horror, but the first prerequisite for that is again somewhat taking away a player's control over the setting and the second prerequisite for that is to stop showing the monsters, for familiarity breeds contempt.
I have over the years come up with many ideas that I thought particularly clever for addressing things like magic's lack of mystery and monsters lack of horror, but upon implementing them I found that they weren't really helping the game. Too much detail slows the game to a crawl, and so bores the players. Too much mystery and horror just ends up taking away the player's feeling of control, and makes the game too often linear and the story too dominated by the desires of the story teller rather than a shared creation wrought in the tension of the powerful storyteller and powerful actors within the story.
Pretty much every D&D trope is explainable first by letting the game explain itself, and secondly by realizing it is a game and the setting and the rules that govern it was crafted to allow for that.
Things to probably don't make sense:
1) Everyone seems to use a unified global currency, and has used this currency apparantly for all time and in all cultures.
Answer: I once invented currencies and exchange rates for my world. It added realism, but not interest and fun. It became a tedious bookkeeping detail by about the second session. Once it is recognized that a single currency is the way the game should be, you quickly realize that there is a god of currency and trade out there whose whole reason for existance is standardizing currency.
2) Everyone seems to speak a single language, not matter how remote the culture or alien the creature.
Answer: I once decided that there were hundreds of languages in the world, but even with 3 or 5 I quickly realized that all varied and realistic langauges respresented was a barrier to communication. And as such, they were a barrier to enjoyment and roleplay, for it is never so much fun as a DM to go, "Blah blah blah blah blah" when you could be monologuing or cracking jokes or creating shining moments of awesome. Once you realize that the world requires a single language, you then realize that all languages are merely close dialects of a single great language and that the philolinguistic drift has been kept small by constant exposure and communication and the fact that words and sounds aren't merely pointers but things with underlying meaning and attachment to the things that they reference.
And so on and so forth.
