Not really --
Can't speak for OP, but I don't WANT my games to be bite-size, single setting experiences. I prefer games that can take literally weeks to complete... Previous iterations of Civ or other games I enjoy (wide variety of Paradox titles, a few Stardock titles, etc) require evenings upon evenings of gameplay.
I WANT that. I want to go to sleep running through my mind what I did and need to do next, and love the fact that I can entertain myself at work the next day considering my next move when I get home.
I agree wholeheartedly with OP -- the time between rewards is the killer -- and simply making the game faster and smaller isn't anything approaching an adequate substitute.
I WANT massive, sprawling games that may take hundreds of hours to complete - but I need something to keep me clicking during those hundreds of hours.
It sounds like deity/epic or marathon/ standard+ mapsize is what you need. The AI is too lacking to play on anything other than deity and expect actual competition. I find it rewarding in defeating deity, and it takes the amount of planning you mention to implement.
I find it exciting trying to maximize production before i have an army, and see if I can get everything made and some defense before some overpowered AI decides to attack me. I find it interesting to figure out how to best trap the AI tactically, without allowing the AI enough time to close the tech gap between victory and stalemate.
Raise your optimization level. Challenge yourself. Do what you are trying to do, but 3 turns faster, by optimizing something.
I personally get bored only when victory is assured. I'm like, "I know I'm going to win in a 100 turns [because of clear tech lead and lack of good tactical AI], so why bother." Frequently, I don't manage to finish those long games vs many AIs because of this. Therefore, I prefer small/quick.
Also, I like multiplayer, because games are more unpredictable than vs. AI. Its also incredibly satisfying taking the city of an opponent who challenges you greatly, especially when they are the type of person that hates losing.
I think new players should play on Prince until they learn how the game works. Once they get a couple games under their belt, they should play on Immortal, until they develop strategies. Then they should play on Deity or multiplayer.
The chance to lose is what makes competition fun. In every game, you get to compete both vs your previous records, and your opponents. I prefer to do both at once, to achieve more satisfaction.
I remember a game a few weeks back in multiplayer where China managed to get a solid tech lead, and many CKNs and longswords. His score was about 50% higher than anyone else's.
I, meanwhile, did not want to have to face Chinese riflemen, having gone steel first, which means I would not win the rifleman race. However, this guy had like 5-6 size 7+ cities. Rome, meanwhile, had sacrificed all of his tech by building extra praets instead of NC, which he was planning to use vs England, who had left after I got swords 6 turns faster than him and stopped his worker from mining his iron.
I convinced Rome that China was the clear leader, based on score, size, demographics, and that our only chance of victory was a joint invasion [though I actually knew I had a decent chance of beating alone- it wouldn't hurt to get 10+ praets on my side]. So on turn 75 or so, I marched in 12 longswords, attacking with 8+GG at the north end near his capital, and 4 at the bottom [this was the most synchronized way of attacking, based on my current troop locations]. China had many CKNs and some longswords for defense, I managed to go about 1:1 with him in casualties at the north end. However, the bottom front got annihilated once Rome's 10+ praetorians hit China, along with my 4 longswords on the bottom right.
China cursed us for teaming and forfeited. Rome then forfeited because he knew he couldnt beat my longswords, but left happy because our invasion of China was glorious. It was great!