Brian Formo’s review published on Letterboxd:
Was not expecting this Cannes sensation to be a Brick-styled mystery with a Manic Pixie Dream Girl for the ages, but I guess if you make it 2.5 hours people go nuts. My main issue with Burning is that the struggling writer has no identity and therefore his plight is hard to be invested in; the dream girl is far more interesting than he but they never get the story, your basic blank slate dude always gets to navigate this genre. So who is our main character? He likes to masturbate in the room of said Dream Girl because they had sex there once and he's cat-sitting for her and he wants her to come back. Oh and he likes William Faulkner. That's his character. There are weird offshoot plots involving his mother choosing to look at her cell phone instead of engaging with him, even though she hasn't seen her son in 16 years, and his father facing jail time, but those too are surface level observations for a character who guides the story completely rudderlessly.
Steve Yeun gets some great moments of heightened expression but really this all goes south, in my opinion, when the girl goes missing. The strange tension between a girl who fancies a boy who once called her ugly, until she got plastic surgery, and an older mystery man who belittles him in various non-verbal ways, vanishes with her and becomes a not-so mysterious mystery. And it's not very clever in my opinion. Jeon Jong-seo does shine as the girl, however, imbuing a manic sadness that is often unseen in the pixie dream. The score is also fabulous. But Burning cannot sustain the odd tone, nor enthrall as a mystery that's oh so very obvious. All this fuss over an uninteresting dude battling a cardboard bully over a fantasy girl. Nothing new here.
[excuse the shorter review; I'm at a festival and crunched for time)