Two very different sources (with incompatible philosophies) point towards something that I have stupidly not considered: we engage in play for the emotions we hope to feel.
The most useful idea I got from the “Solo Game Master’s Guide” was this one:
Play emotions, not mechanics.
Solo GMG, page 21
Revisiting Alexis Smolensk’s “How To Run”, I was again hit with a similar idea:
The virtue of my campaign depends upon the emotional satisfaction of my players… A rush is what players crave. They demand action, entanglement and conflict.
How To Run, page 93

We can’t tell the players how to feel but we can seek to elicit an emotional investment in their characters. This happens over time and through the emerging narrative that they will be constructing from the events in play.
Villains must make us seethe with hate. Martyrs need to elicit compassion. We need to care about the characters and the NPCs in the game. If we don’t, the events will wash over us like so much tepid water.
It’s not easy but it’s a worthy goal. If we can tempt them to care about the game then perhaps they will desire to play again.
Game on!