So much relies on how monsters interact with the player. Visceral, satisfying encounters and deaths make a game addictive just as much as a deep mechanical basis. Diablo 1 and 2 are fantastic in this respect. Diablo 1 has a whole list of very satisfying monsters with respect to encounter and killing; the Hidden are beheaded and gurgle in a most satisfying, bloody way as they fall to the ground. Goatmen have a certain "bounce" to how they die, with blood spraying every which way; they also tend to flinch nigh-comically when they're struck by the player. Horned demons often make a grand entrance with a roar and the stamping of feet, charging at top speed toward the player.
Storm demons hiss and slash at you overbearingly, combusting in a self-immolation of electricity and fire when they're slain. Spitting terrors vomit aciding blobs of goop that leave even more acid laying around, and make grotesque howls as you cleave them apart (to leave even more burning acid in a puddle around their corpse!). Blood knights are iconic; they look like highly armored, stalwart dark knights. When you strike the killing blow they burst into demonic flames, their armor flying in a self-contained whirlwind of explosive death, before settling as a hollow suit of plate, helm, shield and sword on the dungeon floor.
Diablo 2 is just as much fun with many monsters providing a noteworthy entrance and/or dying in a most viscerally satisfying way.
Path of exile has this, but it feels to me somewhat understated. Some monster deaths are fun perpetually; the smashing into chunks you get for freezing a foe is one such animation/sound I'll never grow tired of. Some monsters, though, just aren't so memorable in that respect, at times unerwhelming. The melee skill that makes monsters explode on death is another example of a fun and catchy way of killing things that I don't think will get old anytime soon. Critical strikes also count with their screen shake added. Perhaps screen shakes aren't to everybodies preference but for me they add a satisfying dimension to critical hits far beyond added numbers and mechanical conditions.
In future perhaps the animations could be altered to make things more satisfying; have monsters torched into cinders when they die to a a large proportion of fire based damage, or incinerated in a show of light and sparks with lightning. Perhaps disintegration to reflect a high factor of chaos damage? Physical hits could be reflected in an even more dramatic death animation provided the monsters are hit hard enough.
Whatever the case, PoE is currently mixed with regards to visual/auditory/aesthetic fun in combat; it could be better, and here's hoping the future can help bring that.
Edit: To give some examples of monsters in PoE that are fun to kill, I'd list zombies (how they look/sound when they die is just timeless) and rock titans (Impressive entrance and animation), among some others.