The Death of Jesus is the final book in the bizarre allegorical trilogy that Nobel laureate and two-time Booker-winner JM Coetzee has been working on for most of the past decade. The stories tell of a precocious orphan boy, David, who is taken into the care of a fellow refugee, Simón, and, eventually, a woman, Inés.

The first book, The Childhood of Jesus, recounts the sinister Spanish-speaking authorities in Novilla, the town where David and Simón wash up. These are novels about biopolitics, about the ways in which benevolent language can mask state violence. The government of the unnamed province is committed to caring for the basic needs of the refugees who arrive on their shores, while stripping them of all individuality, all means of expression. Simón realises that David possesses certain unconventional gifts, and that in order to indulge them freely they must flee the town.

The second novel, The Schooldays of Jesus, tells of David’s time at a dance school in a new town, Estrella, where he witnesses the murder of his headmistress by the monstrous Dmitri.

David and Simón have a long discussion about the afterlife, which gestures towards a circular reading of the trilogy

Now we have the concluding instalment. Four years on from his arrival in the unnamed country, David is 10 and, if anything, even more enraging than in his earlier incarnations. Thoroughly spoilt by his overly indulgent adoptive parents, he ditches them to live at the orphanage of Dr Fabricante, where he plays football, with some success. But David has an accident, falling over during a match, and it becomes clear that he is ill. He is taken to hospital and placed under the care of a Dr Ribeiro. Simón and Inés are horrified to see that the hospital porter is none other than Dmitri, rehabilitated according to the warped logic of this kindly dystopia.

It’s hardly a spoiler to say that David’s disease – the fictional “Saporta syndrome… a pathology of the neural pathways” – worsens and the boy dies. In the lead-up to his death, David gathers about him visitors from the orphanage and other children from the hospital, to whom he tells strange, allegorical tales that riff on Don Quixote (the only book he has ever read). He asks Inés repeatedly, “Why am I here?”, while Dmitri waits for the boy to speak “the word, the fiery word that will reveal why we are here”.

David and Simón have a long discussion about the afterlife, which gestures towards a circular reading of the trilogy. Simón says that after death, “It is as if you have been born again at that very moment. You have no recollection of any past, no recollection of dying.” It was in just such a condition that David and Simón arrived in Novilla.

I’ve given up trying to force meaning into these novels. It’s striking that the most powerful moments in Coetzee’s great earlier books were strongly allegorical and carried deep religious undertones: the washing of the feet of the “little bird-woman” in Waiting for the Barbarians; Lurie’s prostration in Disgrace; Michael K’s journey to deliver his mother’s ashes. These work because, while they are clearly symbolic acts, they also propel the narrative of novels grounded in real human emotion. Now it feels as if all of the pleasures left to the reader of a Coetzee novel are pleasures of the head, not of the heart. The dreamlike nature of life in the unnamed dystopia that David inhabits makes it hard to achieve any degree of emotional engagement with the characters. The Jesus books are all allegory, and it’s an allegory that is endlessly referred, that never hits home, having no real-world corollary.

I’m increasingly convinced that this trilogy is an elaborate joke by its author at the expense of the exegetes attempting to “translate” his work. Coetzee even nods at this at the very end of the novel, when Simón, remembering the age he was assigned on arriving in the country, says: “It was under the hopeful star of forty-two that his new life was inaugurated. What he cannot yet see, what is hidden from him, is when the astral sway of forty-two will come to an end and the sway of another number, perhaps darker, perhaps brighter, will commence.”

The problem is, Douglas Adams was a lot funnier than Coetzee when writing about the “ultimate question of life, the universe and everything”, and he was laughing with, not at, his readers.

• The Death of Jesus by JM Coetzee is published by Harvill Secker (£18.99). To order a copy go to guardianbookshop.com. Free UK p&p over £15