Why is most of the movie filmed through that annoying filter that blurs out the edge of the screen? That filer was usually reserved for flash back cutscenes and/or dream sequences on 70s TV shows, and even then it was used sparingly - for good reason.
If nothing else, Altman was an experienced director. You wouldn't have thought he would get so excited to overuse the lens he found in the bottom of the bag.
I agree it was annoying. While there were times when I could ignore that fuzzy filter effect; especially in scenes that featured closeups of Paul Newman or one of the other actors, wherever there was a scene that had the characters moving around and especially in the scene where Newman's character is searching his brother's burned out apartment near the end, and the camera starts to pan around the room, those blurry images just pulled me right out of the story. (Not that the story was all that compelling.)
I think Altman got hung up on an idea; though I'm just guessing, but I think he might have trying to create an otherworldly or nightmare dream quality to the movie. Unfortunately, it looked like he was trying to hide the cheapness of the sets with a gimmicky camera trick.