Years ago, I was an active member of the Mahler Forum. There have always been quite a few Mahler fans who are NOT fans of Lenny's way with Mahler. They felt that his interpretations were exaggerated to the point of excess . . . going far past the what Mahler put down in the scores. These critics also feel like Bernstein focused on moments to the detriment of the longer-line, the architecture. Personally, I can understand these criticisms, and I think they're valid as such.
So you're far from alone, @Referentzhunter.
All that said, I still enjoy Bernstein's Mahler. Very much. In fact, my gateway into the world of Mahler was Bernstein's recording of Mahler's Ninth with the Concertgebouw Orchestra (DG). This is one of Bernstein's MOST exaggerated Mahler performances. People tend to HATE it or LOVE it. Obviously, I fall into the latter camp. But I have no difficulty understanding why some listeners would find it distorted or distasteful.
By way of contrast: Many, many people swear by Otto Klemperer's Mahler recordings. I've never been able to find anything in them. To me, they seem earthbound and cold. But this is one of the most enjoyable aspects of classical music. You've got to discover which conductors/interpreters take YOU on a chariot ride to heaven -- because we all respond differently.
I love Swan Lake too.
I'm not familiar with the Rozhdestvensky recording. My preferred versions are Stokowski (Decca) or Karajan (DG).