I guess I can lump my disappointment with Civ 6 into four main buckets.
1. I don't get that "one more turn" feeling. I'm not invested in any of the interim goals during the game. If an AI beats me to a Wonder, if an AI Settler gets to a prime city site before I do, I don't care, because none of those things change the outcome of the game. And because I don't feel any sense of disappointment associated with any of these things, I also don't feel and sense of accomplishment or relief when I do achieve an interim goal.
2. The AI does not act as an effective pace car, speed bump, or roleplaying foil. This is the first Civ game I've played where I can completely ignore the other civs. I need to pay attention to when I first meet an AI, as that dictates how quickly I need to get an army up to deal with any Warrior rush that may be coming. And if I'm playing peacefully, I need to figure out how I'm going to deal with any Knight rush that may happen. Otherwise, I find little need to pay attention to anything the AI is or isn't doing in Civ 6. I can just do my own thing and get a victory long before the AI is even threatening to win, without worrying about maintaining good relations or slowing them down or paying them any mind whatsoever. I will say that the development team tried to make AI interactions more interesting with the Agenda system. If I felt like I needed to keep good relations, the agenda system would be good.
4. Poor user experience arising from UI misinformation, inconsistent rule applications, and obtuse game systems. This causes turns to take longer than they should to complete and causes a general sense of frustration for me while playing the game.
4. Mechanics that for me don't tie together in a fun or enjoyable or logical manner. Trade, gold, loyalty, culture, tourism, era scores, I constantly feel like I'm asked to do X to get X points, Y to get Y points, etc., rather than making game decisions that then have logical impacts on multiple aspects of the rest of my empire.