I think another factor not mentioned by my sibling comments is what the player wants out of the game. The things I enjoy in a game very much align with yours,

I think another factor not mentioned by my sibling comments is what the player wants out of the game. The things I enjoy in a game very much align with yours, but I have several close friends who find solving the optimisation problem a game represents to be the most rewarding part of the gameplay experience. 'Min-maxing' stats and deeply understanding and exploiting game logic are all very enjoyable parts of the game to them. Immersion and storytelling are often secondary to those puzzles. To players with those interests and goals, uncertainty is a puzzle to solve and the ultimate goal of the mental challenge may very well be to find the perfect strategy.