For me, when I can really identify with a character in the film, it's golden... and I pretty much identified with Every Single Character in Chan is Missing. That's pretty brilliant. Chan is able to represent Chinese-Americans in general because his whole character is made up of the views about Chinese-Americans from the whole gamut of Chinatown inhabitants.
Then there's the whole film noir feel with new cinema twists... that should've been a BIG clue to us viewers that this was not your run-of-the-mill detective story.
And the lack of resolution in the end? I think there's no better way to end the movie and am not really thrown off by it at all. Having a definite resolution would mean SOME opinions expressed by the characters will have to be proven wrong, and since each opinion on Chan is actually a commentary on the status of Chinese-Americans in the US and are all equally legitimate, saying any one of them is wrong would be a pretty big value judgment. And so much of the film had already been dedicated to making us feel comfortable with not knowing "the whole picture": from the lack of subtitles, to the parts when the background music made conversations incomprehensible, to the discussion of the "Chinese way" of looking at the whole mystery in the end.
So what could Chan's disappearance mean? Maybe Chinese-Americans can only escape when overwhelmed by their surroundings, or maybe their forever foreign status keeps them marginalized so that no one even notices or cares when they aren't there, or maybe they are still so un-knowable that not even all the people around them can put together a complete picture of just one of them. My own personal theory relies on the fact that even though Chan was not even present in the film, his presence was felt in so many places and by so many different people, all of whom have decided that he fit into their point of view about something. So maybe, Chan did make a difference like he had wanted, and the rest of us Chinese-Americans still have that chance, and thought we will all still be subjected to the beliefs people already hold, there are probably some people who will attempt to look beyond those for us, like Jo had tried to do for Chan.