My problem with the turn-based ones is there's usually an optimal strategy that you figure out once then reuse. That and they're often so easy that you don't need to try very hard. Anything against an AI is about figuring out how to cheese it. So what's left is the story, immersion, and graphics. Like, I played Europa Barbarorum 2 (modded MTW) mostly because it's super cool to manage a somewhat historically accurate ancient Armenian kingdom, not because it involves me devising new ways to beat a predictable AI.To me, it's the complexity of the controls. This is why I'm drawn to turn-based RPGs as everything is on the screen as menus to be selected (Attack, Magic, etc). I just need to remember the "Ok" and "Cancel/back" button in general, and the "Menu" button. Plus there's the story and characters I can enjoy. I was quite an avid first person shooter and RTS player during LAN-parties days, but those games were much simpler back then (Quake, Unreal, C&C, etc). Today's games are getting ultra complicated (for me) with dozens of buttons to be memorized. I guess I'm turning into a casual player.
I think only player-vs-player games can involve strategy, and even then the complexity (or in many cases the real-time part) tends to get in the way if it's a video game. Usually the simplest games with the least compensation in terms of bells and whistles have the most strategy. But those are basically board games like Diplomacy or chess.
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