I find it a bit difficult pin down what exactly makes a JRPG engrossing. There are so many different settings and gameplay styles depending on what you fancy. But let's put gameplay aside for a moment and talk about settings.
Whenever I think of a classic JRPG, it's something in the style of Dragon Quest or Legend of Heroes. A world full of magic and a bit of technology without many complications where airships rule. It's this sort of nostalgic and innocent yet hard to quantify feel that I often enjoy. The game I feel exemplifies this the best is Tales of Eternia for the PS1 and PSP. (It's also known as Tales of Destiny II in North America thanks to a kerfuffle with He-Man).
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