There are a couple of things that make these games so good. Firstly, they're extremely well balanced - unlike Monopoly, it's rare for one player to pull ahead to the point that it's impossible for anyone else to catch up with them.
Secondly, they tend to come to an inevitable conclusion - a game of Settlers will virtually never last more than an hour and a half due to resources / space on the board depleting over time. I've had games of Monopoly last 6 hours or more, by which time everyone is fed up and wishes they'd never started playing.