Word describing that things become more difficult to understand rather than easier

Try convoluted.

Convoluted adjective 1 (Especially of an argument, story, or sentence) extremely complex and difficult to follow - ODO

Putting this into your sample sentence, we get:

His explanation for that math problem was very convoluted. I'm even more puzzled now!

Is this answer fitting?

Obfuscate

To make so confused or opaque as to be difficult to perceive or understand:

"A great effort was made ... to obscure or obfuscate the truth" (Robert Conquest).

Consider sophisticated

(Of a machine, system, or technique) developed to a high degree of complexity

Usage:

His explanation for that math problem was very sophisticated that I'm even more puzzled now!

If you are open to idiomatic phrases, then see my earlier answer to another question that might possibly fit into your context.

I was going to suggest obtuse but apparently the word I mean is abstruse.

From thefreedictionary.com first entry from American Heritage:

Usage Note: Obtuse is sometimes used where one might expect abstruse instead, but the Usage Panel is divided on the acceptability of these usages. In our 2009 survey, 55 percent of the Usage Panel rejected obtuse meaning "recondite," as in The reader has to struggle through dense prose and obtuse references to modern philosophers. Some 52 percent rejected the word when used to mean "indirect or oblique" in the sentence Divorce is mentioned, and there are a few obtuse references to sex. By contrast, 56 percent accepted sentences in which obtuse was used to mean "hard to follow or understand" in the phrases obtuse instructions and obtuse explanation. Perhaps the use of the word as a sophisticated synonym of stupid makes these extended derogatory uses more tolerable than they otherwise might be.

As in:

His explanation for that math problem was very befogging. I'm even more puzzled now!

befog TFD

tr.v. befogged, befogging, befogs 1. To cover or obscure with or as if with fog. 2. To cause confusion in; muddle.

I think the word you are looking for is counter-intuitive?

Since something is most easily understandable if it is intuitive, a word that ends up doing the opposite (i.e. obfuscating instead of illuminating) is counter-intuitive.

Counter-intuitve is the word to use if you want to describe whether the meaning of a word is readily apparent or not from how the word is constructed, without saying making any judgments on its correctness.