The problem is that, simply put, such games generally fail on the "fun" meter.
There is a game called "The Void," which begins with the player dying and going to a limbo like place ("The Void"). The game basically consists of you learning the rules of the Void and figuring out how to survive. At first it looks like a first person shooter, but if you play it as a first person shooter you will lose. Then it sort of looks like an RPG. If you play it as an RPG you will also lose. Then you realize it's a horror game. Which is true. But knowing that doesn't actually help you to win. What you eventually have to realize is that it's a First Person Resource Management game. Like, you're playing StarCraft from first person as a worker unit. Sort of.
The world has a very limited resource (Colour) and you must harvest, invest and utilitize Colour to solve all your problems. If you waste any, you will probably die, but you won't realize that for hours after you made the initial mistake.
Every NPC in the game will tell you things about how the world works, and every one of those NPCs (including your initial tutorial) is lying to you about at least one thing.
The game is filled with awesome flavor, and a lot of awesome mechanics. (Specifically mechanics I had imagined independently and wanted to make my own game regarding). It looked to me like one of the coolest sounding games ever. And it was amazingly NOT FUN AT ALL for the first four hours of play. I stuck with it anyway, if for no other reason than to figure out how a game with such awesome ideas could turn out so badly. Eventually I learned how to play, and while it never became fun it did become beautiful and poignant and it's now one of my favorite games ever. But most people do not stick with something they don't like for four hours.
Toying with player's expectations sounds cool to the people who understand how the toying works, but is rarely fun for the player themselves. I don't think that's an insurmountable obstacle, but if you're going to attempt to do this, you need to really fathom how hard it is to work around. Most games telegraph everything for a reason.
Huh, sounds very interesting! So my awesome game concept would give rise to a lame game, eh?
*updates*
I hadn't heard of that game, I might try it out. I'm actually surprised a game like that was made and commercially published.
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