And I thought I had author trust issues. If the author is offering choices that are that shallow, they’re either not that good or they’re writing a certain kind of game, where every choice either continues the story towards the end or ends it (which isn’t a bad structure for the right story). In the game I mentioned above, the bad guys are following a specific plan, and your choice to pursue them or wait doesn’t alter that plan because you’re not interacting with them directly. So if you “call for back-up”, and don’t like the time frame for backup to arrive, the author gives you a chance to catch up to them if you hurry.
I think you’re expecting CYOA style to require the same kind of thinking as a parser, and it just doesn’t. That’s like expecting a cookbook to require the same kind of reading as a thriller. The goal in a CYOA is not to solve puzzles to earn more story, it’s to steer the story from start to end; all choices are within the framework of “where does this character’s story go”, and the choices reflect that. With a CYOA, if you’re not interested in the story and where it’s going, you’re not interested in the game. With parser IF, if the writing is acceptable, the story can be anywhere from vital to irrelevant (which isn’t to say everyone will like it either way, just that it can still “work”).
So “making CYOA challenging” isn’t the right question, in my opinion. The question should be “how do I design this so people want to explore this story?”. And that all comes down to craft and art, both of writing and of design. And those are difficult no matter what format an author is working in. Throwing in a few puzzles won’t gloss over poor writing, crappy grammar, typos, lazy design, or any of the other problems I’ve seen in CYOA.
Anyway, with the example you gave, say your friend does die if you try to save him, and you finish the game with the “sadder but wiser” ending. That’s part of the story you’re writing about this character, and you can always try again if you want to see “what if”. Or you can be done with it, just like you do when you finish a short story that doesn’t come out the way you want it to (I’m looking at you, Vonnegut). The difference is that a CYOA lets you keep trying if you want to.