Engagement entails much more than rote repetition of a procedure. Math worksheets tend to present very similar problem types over and over, leading to mundane practice of disassociated skills. For students who understand the material and successfully complete an assignment, another worksheet becomes meaningless. On the other hand, for the students who don't understand the material, an alternative method of instruction is what's needed. Another worksheet simply adds to the student's frustration, or worse, contributes to a belief that "I'll never understand math." A cute image or a "fill_in_the_blanks" riddle does nothing to increase engagement or learning (and let's face it, those riddles are not funny!). Instead, teachers need to increase engagement by providing students with exercises in which they discover patterns and relationships, solve problems, or think creatively about math relationships.
I will admit that there is one type of worksheet that I used in the past and found relatively beneficial, although it had a different kind of flaw. For my Basic Math, Pre_Algebra, and Algebra classes, I had several books of "self_checking" worksheets. These worksheets had puns or puzzle questions at the top, and as the students worked the problems they were given some kind of code for choosing a letter to match that answer. If they worked the problems correctly, the letters eventually answered the pun or riddle. Students enjoyed these worksheets, but there are a couple problem areas even with these worksheets. Some students would get the answer to the riddle early and then work backward from letter to problem answer, so they weren't learning or practicing anything.