How often do you uncover, or link, major themes when reading a novel?

I've always enjoyed relatively literary literature, but I passed on studying it at university for various reasons and took life science instead. Up until 18, when I left it behind on the curriculum, I was still very much being taught how to read more closely and deeply, and we were still at the stage of being taught the accepted themes and histories of texts, even if we were reading relatively challenging material at that stage.

It's now thirty years - and very many novels - later, and I feel I'm still at that point. It's perhaps an extreme example but I intentionally went into Ulysses "blind" some years ago and after a few chapters I gave up trying to even skim its mess of allusions myself and took to references and reviews to help me - the various jokes about eyes and Irish nationalism in the Cyclops chapter were probably the only thing I figured out on my own.

And that's how it remains. I read a novel, might spot a couple of things for myself, then I turn to critics, papers and reviews to explain the rest. Learning the deeper layers of novels is something I still enjoy and appreciate but I still feel it's cheating somehow. When it comes up in conversation with friends (it's not something I boast about, or raise very often unless it feels relevant as I know it bores many people) they're often initially impressed, then asked if it's something I'd worked out myself, and they often seem disappointed when I admit I got the insight from criticism.

Is unpacking a dense novel something I ought to have learned to do by now? If so, what's the next step I should be taking to learn how? I'm well aware that I read too fast and don't always take everything in, but I really struggle to slow down and -really- focus but I've been that way forever, and I'm not sure what on earth I can do about it.