Why is Marie de France's "Lanval" one of the most enjoyable Arthurian works?

Please keep in mind that your question is an opinion question for which there is no "right" answer. That being said, one can make some definite points as to why any reader might consider Marie de France's "Lanval" to be an enjoyable and interesting piece of Arthurian literature.
First, Marie de France's "Lanval" is a good example of a lay poem that has a beautiful fairy tale element. A lay (or lai) is a narrative poem with lyrical elements. It is this fairy tale element that makes "Lanval" so intriguing. The main character of this narrative poem is a knight in King Arthur's court who is considered a foreigner and is slighted. A beautiful fairy appears to comfort this knight and promises him love and treasure unless the knight reveals her existence to other people. Their love story continues until the Queen wants the knight's love as well. This forces the knight to reveal that he loves someone else: the fairy. The knight is then put on trial for slighting the Queen. Breaking her original agreement, the fairy first sends her handmaidens and then appears herself in order to aid the knight. The knight and the fairy ride off together to Avalon in order to live happily ever after.
The fairy tale element explained above is intriguing to readers because it expands the theme of courtly love to include Celtic mythology as well. The mentioning of the happiness in the "otherworld" of Avalon is a perfect example. In this "otherworld," lovers who are slighted by the masses can taste heaven on earth. In this case, it is Arthur's court that is part of the masses and considered gravely flawed. It is the foreign knight and the fairy that deserve the Celtic "otherworld."
In conclusion, one must not neglect the fact that love is vindicated in this narrative poem. The lay involves the fairy denying her original plan in order to prove her love to the knight. This type of emotional twist can be vastly satisfying for the reader, especially if he or she is interested in the romantic love elements in Arthurian literature.