'Aesthetic rule' seems a bit high flown for my modest effort at explaining a personal preference, and you are free to like any of these works, of course.
As to Shakespeare, context matters, and, with the research tools available in his time, I'm not sure how accurate his historical plays could have been, in any event. They also have plenty of artistic merit, especially in the context of their time. But speaking personally, again, I can't give myself over to them as much as the plays that aren't tethered to historical specifics, and they are not my favorites.
As I said, I'm not a big Tolstoy fan, and he can be condemned, as far as I'm concerned - although I would estimate that he, too, would have had difficulty laying hands on the research materials necessary to write with any degree of historical precision, by today's standards. As to Conrad, I've apparently been in a blissful state of ignorance of historical fact about 'Heart of Darkness' up till now. Now I'll have to re-read it and see what I think.
Thanks for your thoughtful comments, Jonathon.