Something that’s important to me is that failures or bad decisions are interesting/amusing/entertaining. Tally Ho is one of my favourites for this - I never regretted my decisions because no matter whether I succeeded or failed, I was in for a treat. Similarly, it’s not a CoG game but is excellent in this respect - 80 Days allows for a lot of recklessness and is full of fun and interest regardless of success.
Basically I enjoy being able to make unwise decisions without it resulting in straight-up punishment.
Related: including a variety of paths or problem-solving methods which can all work well, is what I expect from a CoG game. I would find it jarring for one stat to be far more useful than the others, or to work hard at increasing a persuasion skill only to discover that you are obliged to fight a final enemy.
As ever, I recommend having a look at the design guidelines which include a lot of what’s been mentioned here and more, with examples from released games! I always find it useful to revisit them every so often: COG Game Design Guidelines