For me it's the fact that Mattel could make Illumina & her cat, but refuses to, which only adds fuel to my desire to see her made.
Added to that is the amount of information Emiliano has revealed about her character, which is far more interesting to me than anything in (for example) Gygor's bio. As cool as Gygor is, i'd much rather have gotten a toy of her instead.
The lack of common sense on Mattel's part gets to me as well. They've got two potential figures that would certainly make a profit (and could be made almost entirely from existing parts - the Teela and Panthor sculpts) yet Mattel still seem to be unwilling to make them.
It seems silly to deliberately exclude any character they have the rights to, especially when so many Filmation ones are still off-limits.