I would agree, these kind of pieces are very enjoyable to play and quite musically satisfying.
I particularly like the way that they often build up gradually to a monumental climax, for example, the famous Bach Passacaglia is especially thrilling for me, especially the flourish of semiquaver triplets enter towards the end. Having said that, the manuals alone section, with all those delicate broken chords (still hiding the passacaglia theme!) is particularly delightful.
All these types of composition have the common element that runs throughout them, be it a repeating bass theme or a harmonic progression. For me, this common element lends the whole work an overall unity, whilst the variations on it explore a great deal of variety within that given framework.
'The more constraints one imposes, the more one frees one's self. And the arbitrariness of the constraint serves only to obtain precision of execution.' Igor Stavinsky
I think this statement could be well applied to passacaglias, chaconnes and ground basses - imposing formal restrictions to focus creativity on the inifinite variety within.
Cheers.