Looks like the important points from the Venture discussion have already been covered, so I'll chime in with something interesting I've realized since then.
In general, in Dominion, there is a lot of luck of the form: a high probability of something mildly good happening for you, and a low probability of something fairly bad happening for you. Because the expected value arguments sidestep analyzing the actual distribution, they don't say much about this.
For example, when you play Saboteur, the most likely case is skipping a small number of bad cards, which is mildly good for you, because your opponent's draw deck becomes a little worse, but there's a small chance of skipping a large number of bad cards, which is fairly bad for you, because your opponent's draw deck becomes a lot better.
When you play Loan/Venture, in many games the most likely case is that you only skip bad cards (because you have more bad cards than good cards), which is mildly good for you. But there is a small chance of getting unlucky and skipping a good card, which can be very bad for you.
Cards missing the reshuffle is another example. Usually doesn't happen, which is mildly good, but when it happens, it's pretty bad, and if both opening buys miss the reshuffle, it's very bad. Similar idea with opening double terminal, where it's more likely that they don't collide, but you're in big trouble when they do.
There is some luck that goes the other way (e.g. Treasure Map collision, which is unlikely without enablers), and well this is all symmetric if you consider the effect on your opponent, but I still think it's part of the flavour of the game.