Cyrus' dissapearence
Cyrus willingly disappears, leaving behind his loving girlfriend, with whom he shares a great life with. Virtually no one with such a good life would disappear; that makes Cyrus' disappearance so strange and unexpected and mysterious.
Izzy and Cyrus
Izzy and Cyrus live in one of the most expensive places in the world. However, the couple doesn't appear to have a job that would be able to support their lifestyle. People who have such an expensive life typically have jobs (or other money) to sustain such a lifestyle; unexpectedly, Izzy and Cyrus seemingly do not.
House of Hearts
The House of Hearts is supposedly a retreat center designed to help and heal the people that attend it. They make money by helping people, not by hurting them. However, the House of Hearts is a truly evil place which hurts the people that attend it, working against their business model.
Nephy and Seth
Nephy and Seth are isolated people who, like Cyrus and Izzy, don't have much interest in connecting with other couples. In fact, they often avoid interacting with other couples. Yet they become friends with Cyrus and Izzy, who also don't have much interest in connecting with other people. That's why their friendship is so unexpected and strange.
The police
After Cyrus disappears, Izzy goes to the police to help her find him. The police, who exist in part to find missing persons, refuse to help Izzy find Cyrus, working directly against their mandate.