I think it's a very fun show! The setting of the show is a somewhat interesting thought exercise. But don't get me wrong, the stuff about portals and alternate dimensions was being hinted at since the very beginning. If you care about story writing, the arcs of John Smith and the Japanese lads are very interesting to follow as well.
A final thought about the final season:
spoiler
It felt just a bit too rushed toward the end. For instance, it's almost like they felt like the Black Communist Rebellion couldn't ultimately win, otherwise the cattle would be asking questions.
I think that, in the absence of a truly antagonist character, the Nazis were doomed to play something similar to Cold War with the Japanese. You can only act like the baddies for so long before the audience gets desensitized to it, imo.
Regardless, I think some bits and pieces of the story are still quite relevant and they hit like a wall. For instance, John Smith losing his child to the brainwashing nazi machinery (he had to forfeit his life because of a truly forgettable genetic defect), and then also losing it in the "alternative dimension" to the brainwashing American machine for the Vietnam war.
I'm South American though, so for me both the Nazis and the USA are irredeemable. This may have skewed my enjoyment of the show in a different direction than yours!