As you say, you want to feel like your economic choices have consequence, and not just for your pocketbook. If I buy all the fish in town, then not only should the price of fish go up, but the fishing industry should spend its money in predictable locations and boost other industries.
As my subject line alludes, the real place this crops up again and again is in space games. If I'm buying and selling the complete available product of a planet in some particular industry, that should have significant effects. Or, if I blow up a bunch of cargo ships carrying spaceship parts, then that should have significant and immediately noticeable effects. Instead, none of this is true at all in basically any game but EVE.