If you've ever seen GitS 1st and 2nd seasons, you would notice how detailed and well thought out everything is. I felt attached to characters. After watching 2nd GIG, I watched Solid State Society and I felt genuinely betrayed when it seemed as though the Major could be the Puppeteer. And when Togusa held the gun to his head and pulled the trigger, I couldn't believe it.
Only a great story can truly make you feel attached to the characters and have you react to what happens in the story as if you were part the story itself.