Oh they're. There are two sides of sophistication : one is cultural sophistication, other is intellectual sophistication. Victor Raskin (linguistic professor)'s words about this matter : "There's two types of sophistication: limited access, or allusive knowledge, and complex processing." So sophistication does have much to do with complexity, you're only thinking of the cultural sophistication, one I'm talking about is the other one.
You don't see many people who react to metal as "What the hell are they doing" "This is nonsensical" or whatever. They might not like it, but most of the time they see the point of it. (most of the time anger, stress, discomfort, rebellion etc.) But you can see many people reacting to progressive rock in this way, labelling long atmospheric middle sections nonsensical. Or in progressive jazz, labelling complex movements nonsensical and they might not seem to get it.