I'm specially puzzled as to why people don't get that it has been hinted all throughout Seasons 1 and 2, that the world outside of the Game Island is way bigger and much more powerful than what has been shown.

Yes, Season 2 it's not as novel and exciting as the first season and we know for a fact that "these violent delights have violent ends", so we can all agree that this game will not end in pretty terms, but world builing of this scope, requires more time to be fully developed than what can be shown in this limited number of episodes.

**** Some spoilers ahead ****

However, I believe there is now a very good idea of how unlikely a hero Gi-hun is and how powerful the game structure is, given how he and Jun-ho have become forcefully isolated even mocked about their claims of their past experience at the Island. In order to show that, we need to be patient.