Being invested in the characters is usually what makes choices feel most impactful to me. If I care about the PC and the outcome of their current situation, then choosing what they do in that situation feels meaningful.
Another thing is if the choice has been set up to feel like it matters/will have consequences. Like in Rescue at Quickenheath, a lot of the choices felt in the moment like they mattered, even though there actually are no right or wrong choices—you’ll ultimately be successful no matter what you pick. This post by Aster captures it well… The choices you make change your experience of the game, even if they don’t have far-reaching effects on the actual game state or the ending.