I guess what can be endearing about the first two titles, and what fails miserably in the third one is the style and presentation. The first two are a sample of better times in anime, when it was colourful and extreme, full of engrish and fanservice, but also when it was such a novel concept in this side of the ocean. W and Excess have several in-jokes, very funny omake sections (complete with "fake" television static), and pop culture references, as well as references to other titles (from Robocop to Evangelion, to Tokimeki Memorial, Hentai Gaming, and even to Segata Sanshiro CMs of the time).
This, taken with a quirky, over the top sense of humour, and lots of fan service and mature jokes, just makes the story endearing.