You might be playing AAA games or what I call "film-games" in that case .. Good games for me are extremely player driven, the player has total volition and is free to plot, plan, use their imagination, come up with their own original plan of action and implement it. Good examples of that are Minecraft and Kerbal Space Program.

Player driven games like that are actually making the best use the medium and it's special quality of interactivity. Film-games really want to be films and are trying to awkwardly cram elements of the medium of drama into the medium of games which is really gonna hurt the end result, even if they do stellar work, they are starting from a huge disadvantage by working against their chosen medium.

It suppose it depends on the game genre. In some of the more difficult puzzle games I have played I certainly feel pretty engaged.