Telling someone how to play a game and then going through the motions of playing isn't really fun. Most of the fun is trying things for yourself and figuring stuff out. If a game (like Catan) doesn't allow players to do this, then where is the fun?
Games have a lot of things that are fun.
If I'm a rookie playing chess against someone who knows the game, I don't stand a chance without some pointers along the way -- no fun, for me. I'd much prefer to be taught basic strategy (common forks, "walking the king" to end a game, traditional openings) than struggle through it on my own. That's because the interesting/fun part of chess, for me, is the execution. Of course, I wouldn't want to be told every move, especially once I learned the basics.
Catan (C&K expansion) has only 3 strategies I can think of off the top of my head: Expansion, Development, and Resource Monopolization (typically Sheep Empire, since if another player gets gets enough yellow cards, your wheat or ore monopoly is suddenly an oligopoly instead). Even with the randomness of the starting board, it's not hard to figure out what the best strategy would be, so I don't mind if someone teaches me. The interesting/fun parts are the politics and improvisation that happen when you add other players and it's no longer possible to execute the perfect strategy.
Dominion has much less PvP (your interaction is limited to attack cards and competition over a limited supply of cards) but a wide variety of strategies[1]. With an expansion or two, you probably won't play with the same exact set of action cards more than once, unless you choose to. So while I'd appreciate a veteran giving me some pointers in general ("Don't forget about coins, even if they're less exciting than action cards", "Don't buy VPs early; they'll just clog up your deck"), I'd prefer to figure out my card combination strategy for that game on my own.
Spider Solitaire is strategic like chess (it's fun to try to spot good moves). However, you're fighting incomplete information instead of an opponent -- there's fun in deciding when to deal and how to arrange the board beforehand. Lost Cities is fun for similar reasons, but includes a bit of PvP, mostly competition like Dominion; Stratego takes the PvP up another notch, putting it somewhere between chess and Dominion.
Risk, like chess, is PvP with static starting conditions. However, like Catan, it has a very limited set of strategies. There's variance in rolls of the dice, but it's mostly luck and adds little strategy, so it's only fun for the politics (ever tried 1v1 Risk? Boring). Lux Delux (Risk computer game) is more fun because it allows you to choose from a wide variety of maps, giving it a similar appeal to Dominion (trying to figure out which countries are best, where to stockpile troops and how many, etc).
Or maybe the simplest example: some people want to figure out how to solve a Rubik's cube on their own; others prefer improving their speed.
[1]: You might nitpick that Dominion actually has similarly few strategies but much more varied starting conditions; either way, the main attraction is figuring out which strategy to use this time around.
I have never won a game using expansion alone, but once I did win without ever building a third settlement. I ignored wood and brick altogether, and got largest army and longest road (to nowhere). Everyone else was expanding, and thought I was no threat.