Jessi, Like Chauncy, I also don't see anything wrong with your exposure in the first image. There are other issues with the image that make it a less desireable image. Like a lack of an interesting subject and high contrast between your lights and darks, but that may not have been the reason for this image (I can assume since you are trying out a new technique).
Long exposures in art photography are typically done to play with the effect of time, as you show here. Unlike conventional images, that aspect plays a strong part in the composition but is never the main subject. You still need a strong composition to your image. That may be one reason why you are unsatisfied with your images.
Then there is the technical aspect of the technique. Choosing the right time of day (or night) is still important to making a great image. High contrast shadows on a subject is hardly ever appealing, no matter what shooting technique you are using. Long exposure techniques won't solve that problem and likely exacerbates the problem.
As for the DoF issue, that is a result of basic light physics. When dealing with apertures, we know that the larger the opening the more light comes in at once. The more light the more scatter resulting in more blur outside the focal field. In long exposures, even with a closed up aperture, the fact that the shutter is open longer will allow the sensor to capture more of the light scatter than in a regular exposure. This will result in a slight (depending on length of time) shift of DoF.
Two obvious solution to your issue above is to pick a time of day where the exposure range is within your camera's ability and then pick a subject matter/composition that will make people say, "wow". Once you have that, adding a long exposure will make for a truly stunning image.
Just my two bits. Best of luck.