Many of the puzzles Will Shortz selected as his favorite have interesting themes. I admit I am never crazy about puzzles where you have to insert symbols for certain parts of words, but they can still be interesting.
It struck me more when I was working on the Samurai Sudoku from the WaPo. I do the International Herald Tribune's on-line hypersudoku largely as a timekiller when returning phone calls at work. The Samurai Sudoku, which consists of 5 interlocked sudoku puzzles, is something I usually start and often get bored with before finishing. I pretty much never do regular sudoku puzzles.
What struck me from the Times puzzles was that the difference is that sudoku has no personality. Indeed, the constructors are not routinely identified. I do like the logic involved, but I'd rather do the sort of logic problems where John ordered the fish and Mary the veal, so Bill must be the veterinarian and can't be married to Katy. Those also have personality and, in fact, when I used to buy the Dell puzzle magazines routinely, I found I often looked specifically for logic problems by particularly constructors.
This does not, of course, explain why I still like kakuro (cross sums) puzzles so much.