What is most interesting to you when you see about a game that was left incomplete or was canceled?

Could it be the mystery? The fear of the unknown, the lack of information?

For example: P.T/Silent Hills.

 What cancelled games do you know that give you a feeling of discomfort just by playing them, even if they're not horror games?

Most cancelled games are not marked as such. And unless one browses for such games specifically, they are just mixed in with the rest. If you do not look in the info box, you will not even know.

And, well, if you do notice that the status is on hold or cancelled you do have information and know what to expect. Maybe there even is a changelog or other information about how far you can play, or what is missing. So, actually, those games often do tell you exactly what is missing.

While the status often is not accurate, it is theortically the information about what to expect about updates and less about the completness of the content.

So, to answer your question: interesting or not does not come into this. It is just a reminder that this is Itch and this means self publishing and often unfinished projects.