Some games have an intrinsic 'fun factor'. It's hard to describe but something just feels good playing them. My board game exposure is relatively limited, but I have noticed that many of the games I enjoy contain some form of set collection. That's not to say my favourite games involve this mechanic, but many probably do.
I think the human brain must be chemically wired to collect, build, improve & complete sets of things. With every set you complete I bet there's a billion endorphin's going pow pow pow.
When I think on the games our group has played:
Asara - straight up set collection, collecting different coloured towers. Very fun game, always something to do and it's fast set collection, within a few minutes you could have a complete set going.
7 Wonders - the obvious set is with science cards but you still get the set collection buzz creating a lineup of blue cards/resource cards, military etc.
Catan - this is all about getting the sets required to build out your towns/roads etc.
The Princes of Florence - not one often associated with set collection I but it is the backbone of this game.
Jaipur - this one is very popular I believe due to its set collection mechanic and rewarding players in different ways for the type of set & when they cash it in etc.
Ticket to Ride - potentially the grand-daddy of the genre, this is fast and furious set collection. This is why this game is so much fun to play because it rewards players quickly and often multiple times a game with completing multiple sets across the board.
I think set collection means options for players, which means they always have something to do in the game (usually) and this translates to having a good time and feeling like you're never out of it - that your own set is unique and has its own advantages over another player.
So yeah I think I love set collection.