I wonder if I read this with a different frame of mind... which ended up with me finding Tennyson's nonchalant behavior over his predicament to be baffling.
I guess somehow, for me, despite the title which bears "paranormal", the setting felt contemporary enough that the supernatural beings didn't feel like a significant added value, you know? Astor didn't have to be a vampire. The werewolf could be just part of the fiction novel that Astor was writing ... and it all still came together. Because of that, for it being a paranormal romance, I thought this lack of both world-building and character build.
I read this review and I had to agree with her point of view. If this was written as fan-fiction, it might make more sense because in fan-fiction the characters and world-built are basically there as basis, and fan-fic readers know what they're getting into. But with original story that contains paranormal element, I'm always a bit miffed if the world-built, even for quick bits, is left behind.
PS: I just saw my rating for another Derr's entry in this "Paranormal Series" which is Herbal Remedy and I had the same issue! I guess this particular series might not work well for me indeed...