This puzzle has made me think about what it is that makes a thematic clue difficult. With the more conventional clues, We get into a rhythm with how we process them. We read the clue, knowing that the idea in the surface is deceptive. We learn to actively strip this out when we read the clue again literally. When we've solved the clue, we erase that idea and move on to the next clue.
A conventional clue set has different ideas in each successive clue. One may be about gardening, say, the next on dog breeding, then politics, etc. With thematic clues, there's just a single idea, in this case Bob Dylan's music, which reinforces itself each time we read a new clue. It becomes very difficult to strip this out after solving a clue, and approach the next clue with a fresh perspective. It's making our brain work in a very different way, and that's where the fatigue comes in.
It's a shame, as that can cloud our opinion of the quality of the clues, where these were top-class.