I was in my twenties when Invincible came out, so maybe I can contribute some historical perspective.
When You Rock My World first came out, the reaction from fans was "this is very good, but the reason it's not as amazing as what we expected is because MJ never releases the best song as the first single". So the reaction was positive but not enthusiastic.
Same with the press. The media liked the new single, they felt it was a quality song, a prudent comeback. They liked that it wasn't another of MJ's tirades against paparazzis or how badly he was treated. it reminded them of the smooth R n' B from Off the Wall, so they liked it.
It went to number 10 in the charts, which is respectable but not amazing.
When the album came out, reaction from fans, again, was unenthusiastic contentment. It wasn't "what is this crap?". People liked it to a point, everybody had their favorites, but I remember that some of the most positive appreciations seemed to revolve around, again, things to come: "the songs will be even better when the videos come out!" With this project, it seems that "what was" would always be made better by "what is to come". I also remember that only a few lonely voices -- like mine -- would point out that MJ's songwriting credits throughout the album were almost certainly usurped. I think had fans understood back then that all of those songs were not self-penned, reaction would have been more negative.
Reviews were not, in a way, as scathing as with HIStory and BOTDF, because both of those albums contained what was seen as MJ's answers to his critics, so reviewers would answer in kind -- the music seemed to come second. But they were still mostly negative -- Rolling Stone giving the record 3 stars was as good as it got.
The album debuted at number one, but with sales that were not huge. It dropped off quickly.
The video for YRMW, again, was met with the same reaction as the rest of the project so far : "this is ok, a bit disappointing perhaps, but don't worry this is just the start, to remind the new generations of old-school MJ, the next video will be amazing".
The MSG was, in a weird way, the most successful part of the whole project -- despite it being chaotic and, on stage, a mostly lip-synched affair. Huge crowds showed up. Reviews were positive, with critics admitting that MJ's act was still a draw after all these years. Nobody picked up on the lip-synching. TV ratings were great.
After, the whole thing petered out. 9/11 happened, there were no more videos, no more singles, sales dropped off, and that was that.
