It would be more revealing to say that Puerto Rico's way to win (as compared to Le Havre's) is front-loaded. What you have to do is defined in the early game, after which you are relatively free to do what you want. Whereas Le Havre's is endgame based. You are relatively free in LH, for example, to muck around with a variety of early strategies (with some constraints) as long as you load up on the coal once that starts.
I see no reason to consider Le Havre a "multiple paths to victory" game. So (contra Larry) I see no reason why moving this critical path to the front (and the corresponding freedom to the end) magically relieves Puerto Rico of the same charge. My gut is that Through the Ages is similarly front loaded.
If you want to say that PR isn't 'one way to win' because my description is too vague, that's a different charge. ("Focus on getting early income, usually via a high value trading good" isn't nearly as specific as "stockpile cole, convert ship"). Also, PR and TtA give you a greater percentage of "non-scripted" actions ... its not a binary decision.
I feel that LH gives you relatively few unscripted actions, in comparison. Certainly the fact that after 10 games of PR I was in no way tired of it speaks that it is more free-form.
And all those games are still interesting if everyone knows the secret.
As for the other comments, I've no idea if Automobile really falls into this category, or is just a pure tactical optimization game.
Update: The lesson, as always, is to "smoke the crack" to get comments flowing.
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But in 3+p, even though things open up somewhat (as it's viable to run somewhat counter to the main line, as long as both opponents are contesting that line), there's almost a Kill Doctor Lucky factor at work. Who gets to break? Why am I bound? But if you defect, the mainline player wins. Again, I can see how some people enjoy this, but it's pretty shaky ground, esp. for a game that last this long.
There are tons of tactical opportunities at all stages of the game, and the tactical depth makes the optimal strategies that you are attmepting to execute very difficult to master.