I feel like MechWarrior hit me even deeper than something like X-Com. I'm generally a little bit of a perfectionist and hate losing units, but something about the depth of the world made the struggles more real. Of course, MechWarrior is a simulator (if that title really applies to piloting a futuristic giant robot), so there's the additional element of personal skill involved.

I think that the real problem is that writers like having villains who you can hate. That's not bad (boy, can you hate the Prince of Wales in Outlaw King), but the real trial is creating villains who are interesting. It requires an intersection of evil (or at least amorality, which you could argue is the same thing) and deeper motives, because just having evil or just having complex motives doesn't work by itself.