Take a look at this really smart take on why people still enjoy suspenseful shows like Lost and Veronica Mars even when they know what's going to happen. A key section:
"...it seems that the elements that trigger suspense are found less in a narrative’s story, the series of events within the fictional world, but more in its telling (or what narratologists often call discourse), the expressive cues that elicit emotional reactions (such as music, camera angles, facial expressions, etc.). This is why a potentially suspenseful series of events can be narrated in a way that undermines suspense (as in most chase cartoons), and a seemingly non-suspenseful set of events can be told to create suspense (the red herring moments of many horror films) - such emotional reactions stem more from how a story is told, rather than what actually happens in the story. Both Viewer A and B experience the narrative discourse for the first time, even if Viewer B has confidence in what events will occur. Thus both spoiled and unspoiled viewers share the same uncertainty in how the events will be narrated and what cues will be presented, experiencing suspense from these cues in mostly similar ways."