Why does the author of a Series of Unfortunate events make the book so annoying?

It takes a whole book for the children to finally catch or stop Count Olaf but when they finally do and try to turn him into the police or an adult, there is always an adult who says "Nonsense children! this man is not Count Olaf!" and then he lets Count Olaf go. i mean what the heck??? is that supposed to be funny? or is it supposed to be sad??? i just find it annoying!!! this happens in like every one of the books!!!! What a terrible way to end a book! like i just read a whole book and when i get to the end of this annoying book there is not even a good ending???? come on!!!!! geez......