I think I agree that abstracts more often have this property, but I don't think there is a perfect correlation..
Chess is an interesting example, to me it's rule complexity is kinda medium-high. It definitely does have emergent complexity, and though I have a vast respect for it as a game, it just kind of bores me, and I think its because the ratio of emergent complexity to rule complexity is low... I dunno, maybe I'm just being a brat..
Backgammon and checkers are even less interesting, for the same reasons.
An interesting kinda-counter example is Regicide.. If you play the full game, it's 100% themed, and you can feel that even when you play with a normal deck of cards. But it does seem to have some interesting emergent-feeling property. Even though it's really just a slightly more complex multiplayer solitaire..