I think where I disagree then, in a nutshell, is your statement the module does not give them an incentive to care. While it is true that the module does not implicitly bring the PCs into a relationship with Nualia, it brings them into a relationship with those she is attacking. Furthermore, it provides plenty of hooks for the DM, if he chooses, to tie the PCs into her background in some way (or the background of her henchmen, etc.). Each DM is going to want to tell the story a different way but the richness of the module allows that and encourages it. My players cared a lot,even about learning who was behind the attacks. You might say its just because I'm a good DM, but I think its because its such a rich module its easy to run it well.
I would say:
(1) PCs running through
Burnt Offerings will learn a lot about the villain without particularly trying to learn those things. The same is not true of PCs running through
Keep on the Shadowfell. This doesn't mean, of course, that the module is going to "make them care"; but nothing and nobody can "make them care" about anything. All you can do is give them the opportunity to do so:
Burnt Offerings does;
Keep on the Shadowfell doesn't.
(2) In addition to the personal details of the villains, there's also the importance of what you talk about: The palpable impact of the villain's actions on the world and the people around the PCs. In
Burnt Offerings, the villain's plan has a major impact on the world and the people around the PCs. If the PCs care about
anything in their environment, the villain's plan is going to have an impact on things they care about.
OTOH, the villain in
Keep on the Shadowfell has virtually no impact on the world around him. The local village doesn't even realize there's a problem unless the PCs bring it to their attention.
Personally, I don't think
Burnt Offerings is an instant classic or a perfect module (nor does anyone seem to be saying that except for Rechan). It's not a masterpiece, IMO. Although compared to
Keep on the Shadowfell it certainly looks like one.
Look, your following example makes no sense at all - a 4E stat block could also show that the Stag Lord hates humans, is good with a bow and dealing with terrain, has good stealth and acrobatics, high dex, low wisdom/charisma.
Theoretically that's true.
But the point is that 4th Edition's monsters were explicitly designed to support 5 rounds of combat and nothing more. (We know that because the designers told us it was true.) Those same designers who said "monsters are good for 5 rounds of combat and nothing more" are the same designers working on WotC's modules.
Shockingly, the opponents in these modules are good for 5 rounds of combat and nothing more.
This isn't really a matter of connecting the dots. It's a matter of looking at the huge, blazing neon signs.
To reiterate: The problem here is not that Premise A gave us Stat Block B and then Stat Block B gave us Problem C. It's that Premise A results
directly in Problem C. The fact that Premise A also results in a flawed stat block which contributes to Problem C is practically irrelevant: The faulty premise, and every conclusion resulting from it, needs to be re-analyzed before ANY of the problems can be solved.