In all games with choices?
Before I go into this, I think the Extra Credits clip Video Games and Choice is a compelling watch, and it establishes a distinction between choices and problems.
Yes, I like choices to typically not have an obvious correct answer. I find them more compelling and introspective. They often surprise me and illicit emotions, and when a game genuinely makes me feel an emotion by design (almost irrespective of WHICH emotion that is), I like that.
Now on some level it's a novelty thing. This is rare. As the video points out, most games present the player with problems. And that's not necessarily a bad thing. I just prefer genuine choices, because I find them more interesting. The Bioshock example used is the one I like, where choosing to save the Little Sisters presents the player with no tangible cost. Basically you're choosing between "be a monster" and "be a good human being." I've reduced the choice to a problem, and the game suffered for it.
I found Paper's Please immensely gratifying because it put me in such a challenging situation (while lacing it with fantastic atmosphere, humor, and all those other things). The interesting thing I took from that game was how quickly I resorted to being a monster, because of intrinsic challenges in the game setting that made being a good, upstanding person so difficult. To the point where "My son is sick... I can detain this person for an expired passport and buy him medicine, or simply deny the person access, get no money as a result, and hope I can make up the money elsewhere." It gets additionally complicated when the game world starts to present ethical concerns. Someone comes asking for political asylum where if I don't let her in, she'll be killed. I can let her in, and accept the reprimand, or deny her. What should I do? I find it simply fascinating and I want more games like that, because they are so few and far between.
With respect to RPGs, I'm not against "good things happening." I like things to be diverse and unpredictable though. If I play an RPG and can distill all the choices into problems, I find that disappointing. By the same token, I can understand that "no matter what you do, bad things happen" will grow tiresome (especially if all games were to do this). In situations that *could* appear to simply be problems, I like the idea that sometimes the assumptions that I make are incorrect. I like for the consequences to sometimes work out better than I expected, and I also like for the consequences to work out worse than I expected. If I feel like I can simply game the system based on previous knowledge of tropes in RPGs, then the game has lost the opportunity to fully captivate me.
That's not to say I'll hate the game or anything like that. Nor do I think that all games need to be like this. But the games that I consider my favourite often have traits like this. I want to see more of them, and I feel that the RPG genre is particularly well suited to stuff like that, as it's one that has historically already attempted to give players choices.