Whatever's going on is more subtle for me. I love for example Assassin's Creed, Oblivion and Batman (although for whatever reason hated Fallout).
I can explain liking AC and Batman I think based on the fact that I really enjoy in those games the way that you traverse the world.
Oblivion I think hooks me because the world is so rich.
The worlds in Fallout and GTA are always so... lifeless though. Fallout's worlds are basically empty. GTA's worlds are full of people that don't matter. It gets to me in that you're given this big sandbox, but if you actually want to progress, you have to pretend that most of it isn't there.
In Crackdown (the original), you could beat the game by just wandering in to the boss lairs and going on a rampage. If you do that in GTA you'll just get immediately murdered by the cops. You're punished for wanting to have a bit of funs with the tools they give you. I never really got it.