I don't watch E3 steams, but I do follow E3 (and similar shows) in the news, especially for games I have an interest in, as well as read previews for games on PCG (or in the PCG Magazine). But as
@Colif mentioned, a lot can change in a game from preview to final release, just look at what happened with CP2077.
But as to the first part of your question, there were several games that I played for the first time in the last few years that immersed me far beyond my initial expectations.
Solasta Crown of the Magister- was a huge surprise for me. I picked it up on a sale, and while I expected to like it to some degree, it was made by a small indie developer (Tactical Adventures), employed a turn-based combat system instead of real time w/pause (which I've always been a huge fan of), but I thought I'd try it. The turn-based D&D combat was the best I've ever experienced (to date), the environments were varied and detailed, and the main story arc cohesive enough to drive gameplay. And the character creation was highly detailed, including dice rolls that you could re-roll & re-roll until you got the character you wanted.
Elex and
Elex 2 - both games were pretty much disrespected by reviewers, as well as many players, especially Elex 2. But for me, both those games completely immersed me in a huge open world that was a unique blend of fantasy and post-apocalyptic environments, and in Elex 2 there's even an alien invasion. Combat mechanics have a learning curve, much like the Witcher games did, and can be brutally hard in the beginning until you level up your character, learn combat strategies, and how to survive.
Wasteland 2 Directors Cut - Another game that I picked up on sale that I put off playing for several years, mainly I think, because so many Steam forum topics and some of the reviews complained about how difficult it was to create a party of Rangers that could survive the entire game. And I guess it is difficult in a way, because there are so many details to consider, and character creation takes a lot of thought to be successful throughout the game. It's a very "old-school" approach that I found appealing, and the turn-based tactical combat, aa well as the detailed quest system completely hooked me, and was as close to the Fallout 1 & 2 experience that I've seen in a newer game.
The second part of this question, is what games did you play more than once and when you came back for another play through, you were pleasantly surprised at how good the game really is. The example being for me when I played Skyrim for a second time, I was still genuinely surprised how good it looked even without mods and the game just felt ahead of its time.
As to that part of your question, I replay a lot of older games, and each time I do I think, "man, this is such a great game". Just off the top of my head: Baldur's Gate 1 & 2, Mass Effect 1-3, Deus Ex (first game), Dragon Age Origins & DA Inquisition, Fallout New Vegas & Fallout 4. There are probably others, but those games always give me an appreciation for how good they were (to me) each time I replay them.
But I have to agree with you that the ultimate in re-playability and greatness is Skyrim. Granted, I always play it modded now when I re-play it, but each time I do I'm always discovering something, or some location I hadn't seen or experienced before, or encounter a quest or conversation that's new. It is definitely a game that was ahead of it's time, and remains one of the best single player RPGs ever created not matter how many times someone plays it.