I feel that EatMan comes off as heavily nihilistic. And so I think the main reason EatMan was so hard to take in is because its nihilistic worldview resides heavily over the story.
Although many episode serve as a parable there is no overarching theme or message that the show has to deliver. If anything the episodic nature of the show is used as a way to show the cyclical and meaningless nature of life. All the moments in the anime are quickly forgotten and nothing that happens has any effect on an existing overarching story.
As well as this Bolt never really changes at all. Early on they reveal that he was some kind of freak weapon made in a lab, but besides that nothing is revealed about his past and they never mention it again.
And besides Bolt all the characters are fairly 2 dimensional and there is never an attempt at making characters 3 dimensional. I'd say there are two types of character in this anime: those who have are driven by their desires and those who have no desire. Mercenaries like Bolt and Heart are people who have lost any desire and so they wander the world acting as tools others can use to achieve their own desires. Yet people like Bolt know first hand that desire is a type of ignorance that only leads to more desire and so on. And this is shown through all the recurring characters whose desire either leads them to suffering or a point at which they only desire more.
Bolt helps people achieve their goals, but it is often implied that nothing he does really helps anyone face reality. In one of the last 98 episodes he gives the robots back their memories and lets them continue living on believing they are human. This implies that Bolt does not save anyone, he merely lets them live in their own fantasies, or dreams. I believe this is partly why the program in the episode where the little girl dies says that Bolt is the only one who gets her. Because just as the programs keeps people in a dream Bolt lets others live their own dream. And why when he fails to save the little girl he renounces his title as a mercenary when he failed to keep the little girl in her dream. In the final episode of 97 Bolt is forced to take down the ship that is the dreams of many. The flying ship is comparable to the titanic which was known as the unsinkable ship. In fact the flying ship in Bolt is even explained to be able to keep afloat because of the people who believe in it. The psychocrystal that is its engine is said to feed off of the mental energy that is produced by those who believe in it. Even those who went to destroy it went because they were following their dream of destroying it, which only fed the crystal and explains why no one, but Bolt, a mercenary and master of dreams could destroy it.
However by destroying the floating ship Bolt contradicts his own role by destroying the dreams of many, in order so that that one girl can achieve her own dream. And yet the captain explains that it is sometimes necessary the goal which one set at the beginning. Indeed this is true as whenever Bolt gives one person their dream he breaks the dream of another. And in this way Bolt is both the doctor program that keeps people in their dreams and Death who takes people back to reality.
This all relates back to the nihilism of the anime as it basically states that reality itself is just a false dream controlled by forces, like Bolt, which make or break dreams, as they see fit. Beings like Bolt understand the meaninglessness of life which is why they are free to wander without being tied down by any of the dreams that others are tied down by. In this sense Bolt only exists for others which is why he himself seems empty.