Ha ha!
I use that invested phrase a lot.
So, I guess I should step up and answer.
For me, it doesn't have to be the characters in a short.
Yesterday, I read The Cropduster by James. I got hooked pretty fast by the protag.
Why? Because he would do things to annoy his overbearing boss.
Who can't take that and relate to it on some personal level? There's my in.
It can be that quick. It's a hook, a connection, like making a new friend.
If the story hooks me, I'm in. But if it hooks me and leaves me dangling, I get bored.
As to characters specifically, one movie immediately leaps to mind, "Up".
That movie owned me after the opening montage of the married couple's life.

I get frustrated when a story keeps me at arm's length, I want in.
I want to know what motivates characters and try to fathom why.
I want to discover things when they discover them in the story.
Even in a short, I want to connect to something, be it a character or a vibe or tone.
I like the ride. Up, down, laugh, cry, despise, it's all part of the fun.

It's early, I haven't had my cupper yet, tend to ramble. Apologies.

Regards,
E.D.