What others have said is true, but there's more to it
Many other answers tangentially touch upon what I hope you'll see as the crux of the issue. In particular, Mozibur Ullah got most of what I would say is the cause of the 'consistency' in 'nice country lists': the reinforcement of 'political goods' or more generally, positive feedback loops.
However, the way positive feedback loops are explained can vary widely depending on the theory that you use to understand the issue, or the 'lens' that you use to see the 'consistency' in the 'lists'. Here, I'll show three broad theories of political change. All of them help understand why countries consistently appear in nice lists, but they all differ as to what are the main driving forces.
Violence and Social Orders (North et al. 2009)
This text broadly divides two (among other) types of societies: open access and closed access. These ignore the formal political system (for example, a republic or a voting system), since informal norms can keep a system that should be open access as a closed access.
In closed access societies, relationships are personal. So you have to know the king or the lords below or whoever is below them to get political privileges. And those privileges make people want to remain in those positions, as well as have serfs assure some access to the privileges by abiding by the system's norms. That is, broadly and simply, the political part.
If we turn to the economics of the closed access societies, we see that rents are generally accumulated rather than reinvested. This has to do with the incentives put in place: there is plenty of economic protectionism established by the political system I mentioned already.
On the other hand, open access systems are primarily characterized by their impersonality. It is no longer your personal relationship to those in power that determines, for example, your political rights, but your citizenship. That citizenship is vested broadly in society. It doesn't matter who you are; you have the same rights as everyone else. This is enforced by the monopoly of power, where the army or the police respond to the state.
The state has functionaries, of which the government is elected by people who share values that reinforce open access societies. This means there is political responsiveness, so that public goods like labor protections and social protection come to exist.
As to economics, these societies have free trade. This is part of the incentives that make it so that, rather than accumulating, people reinvest.
The effect of these characteristics is both (1) a series of political freedoms and guarantees that make life less risky and more amenable and (2) economic growth so that squalor is not an existential threat anymore.
While the characterizations of these systems are quite detailed in North et al.'s argument, they do establish three key elements that have to be there so that a transition from one system goes on to another: a rule of law that applies to everyone, impersonal organizations (for example, the EFF rather than Julian Assange—kind of thing), and a military that is under the government's control.
So it is these three things that, within this argument, make it so that open access societies occur. These types of societies, I'd say, constitute the nice characteristics you originally noticed.
Why Nations Fail (Acemoglu y Robinson 2012)
This text similarly argues that there are two types of societies, but this time they're 'inclusive' and 'extractive'. These institutions can be found in political and economic institutions. Inclusive political institutions vest the power of a society broadly, so that people's say is responded by the government. This usually goes along with the provision of a series of public goods that make it possible for everyone to participate not only politically, but economically too. In inclusive economic institutions, there are incentives to invest and innovate, which leads to economic growth.
The relationship between political and economic institutions is both one of strong one-way causation and a positive feedback loop. What I mean is that political institutions cause and are reinforced by economic institutions, a relationship where political institutions are always more important.
So, if there are extractive political institutions, where power is concentrated in the hands of a few who defend for their privileges, this will powerfully affect economic institutions. These economic institutions will also be extractive. This means they set up incentives so that there is, instead of investment and innovation, accumulation and protection. That is why this text predicts that China's growth will be unsustainable unless inclusive political institutions occur.
This feedback loop, based on the Why Nations Fail perspective, answers your question: societies which are consistently in nice lists have inclusive politica
Freedom Rising (Welzel 2013)
This book tackles head-on the view presented in Why Nations Fail, among other texts that claim it is institutions that matter most for societies to transform. Instead, this book argues that it is values that ultimately affect institutions.
Values, on their own part, change because of (1) material conditions, (2) education, and (3) social connectivity. In the past, it was the Cold Water condition that made it so that existential conditions weren't as awful. Cold water (1) reduced viral infections, (2) made water navigation possible, and (3) made crop production easier. However, recently, material conditions 'affect' values less and less, compared to education and social connectivity.
However, even while the world is, at large, becoming more educated and more connected, there is still a lag between countries.
Now, how do values affect institutions? Welzel claims it is through collective mobilization. When people value freedom and equality of opportunity more, they mobilize more, so that the government responds to their requests.
This might seem paradoxical given that people all over the world say they want democracy, but this paradox is dissolved when you ask them what they mean by democracy. Surprisingly, loads of people say democracy means 'punishing criminals severely', 'economic growth', 'having religious leaders', or 'having the military step in when the government fails'.
Even more surprisingly, people's values are tied to the kind of institutions that they have regardless of state repression.
So Welzel's answer to your question would be that those countries that consistently appear in nice lists have people with more emancipatory values. Those values are then articulated through actions that, Welzel claims, create the conditions for more future freedom. And they are also articulated through the government, which creates conditions of equality of opportunity and also for citizens to make use of their freedom, which they value. This system reinforces itself, and it gives you another perspective to the question regarding consistency in nice lists.
Out of these three texts, the common denominator that's relevant to your question is the internal reinforcement of elements within the system and the positive feedback loops that reinforce that system over time. This loop is not so evident in North et al.'s work, but it's critical in Acemoglu and Robinson and in Welzel's argument.
This also addresses your question as to whether 'consistently nice' characteristics have been researched. Indeed, they have. And while I admire your caution, I'd say no, you're not falling prey to confirmation bias. There are indeed lots of nice characteristics that are explained by theories that have self-reinforcing mechanisms, mechanisms that will vary depending on which lens you use to understand the problem