Depth comes from other players
Systems can be interesting on their own, but the games with the longest lives are the ones where other people create the problems. Alliance politics, contested territory and negotiated borders never run out of new situations.
KingsAge and Rise of Kingdoms both build their long game on this, in very different presentation styles.
Check the season structure
Persistent worlds that never reset eventually calcify around whoever arrived first. Games with periodic season or world restarts stay far more welcoming to newcomers, and it is worth checking the schedule before you invest months.
Be honest about upkeep
A long-term strategy game is a small standing commitment. If you cannot reliably check in most days, choose a title where being offline is safe rather than expensive.