Here’s their secret
“Good storytellers begin with a high degree of separation between the elements in their stories, thereby increasing the listener’s surprise and delight when those elements converge.” ~ Roy Williams
If you’re not creating surprise and delight every hour, re-reading that quote, and taking the time to really understand it, will help.
And if you’re the PD, understanding how this works will immediately help focus your feedback to your talent.
It takes practice, like anything you want to get good at doing, but the payoff is worth the effort.