Yeah, Azul stands out as a great exception to my rant. I get similar feelings playing it as I do playing riichi mahjong (a fabulously deep emergent blend of luck, planning, and player psychology). It's also managed a decent popularity not just as a quasi-abstract but as a board game, period.

There is another aspect to the thing I didn't mention but you did: It may be that the sheer amount of interest in board and video games at large is more to blame for the lack of deep abstracts than is the inherent lack of appreciation for them. In sum total, there are probably games out there currently that could be mechanically fit as a successor to chess or go, but with so many competing games out there (both cerebral and otherwise), even the cerebral gamer is unlikely to pursue them singlemindedly.