The trick seems to be as follows:
1. Make the gameplay at least reasonably compelling.
2. Remove all hard stops and even softish stops from the game flow.
S.T.A.L.K.E.R. does a really good job on both points, especially if you like to pick up side quests. When you're juggling seven missions (not including the main progression) and are bouncing around the game world, there's no definitive "I've had a breakthrough" moments, except finishing main progression quests. You're always seven different places in the "talk to dude - go somewhere - assassinate/exterminate/defend/collect - come back - talk to dude again and get rubles" process; it's never stopped.
And thus it's about as easy to put down as a suitcase full of crystal methamphetamine (the Central Valley experience). Good morning, paper delivery SUV!