Lots of bad games, but if I limit the selection to games that I actually played for some length of time, paid good money for, had some anticipation for and don't feel like I just didn't get into it, there is one that stands out:
"Victoria", historical real time 4X game. Buggy and steep learning curve is apparently par for the course for these types of games. The first thing that makes Victoria stand out is that for all the complexity and micromanagement there isn't a lot of choices, you have to get some kind of economy running, but mostly it seems like you have to wait for the game to give you some new options.
I tried as best I could to overcome the obstacles and find the game in there, but two events combined made me realize the truth:
Playing as the british empire things went sorta okay for a couple of years, then in quite quick succession I get some events that modify my people to just be plain mad at me. Why? Because I neglected to implement social reform? Because I run a big hulking empire? Because of anything that I could have done anything about? No, no and no. Because those are scripted events in the game designed to further the historical fall of the empire. They could have implemented some mechanic that punish a country for having a vastly spread territories with people of different religions and little desire to be part of the empire. They could have given people in an industrialized area a happiness modifier to reflect the workings of pollution and shit jobs. But they opted for FU events.
Also as the british empire, trying to bargain with the United States for a load of contested provincial territories in the Canada and north US region I found the AI to be extremely willing to part with anything within region of the future Canada, but completely incapable of selling anything from future US no matter how lavish the offer.
Ultimately it felt like the game tried to force history upon me, rather than letting me create one of my own.