Massive Attack tends to sound better on systems with a more analog signature. I prefer their releases on 12" when available.
The older stuff does lack a bit of 'cleanness' compared to their newer productions, and I'd put Mezzanine in the former category.
It's electronica and trip-hop, though, so I'm not really sure what you're expecting. Pretty much everything in that genre (including downtempo) is going to have that rough, raw sound to it. My only suggestion is to tweak your system until you get the sound you want for it, but trip-hop might take some effort.
I'm pretty sure what you're hearing with Mezzanine is completely intentional. I don't think poorly recorded is a good characterization, as that general dark, gritty character is symptomatic of the genre.