Does the word “intriguing” have a positive connotation?
Yes, it often does. Some random recent tweets:
The Heat have found two more young gems in KZ Okpala and Max Strauss. Miami has the best development system in the NBA. Which makes the potential of trading for James Harden even more intriguing.
“It remains one of the most intriguing signals found by Breakthrough Listen—or indeed any SETI program—to date, one that Sheikh compares to the so-called ‘Wow! signal’ detected in 1977, which some believed to be of extraterrestrial origin.”
What Canelo lacks in height & reach compared to the other fighters at 168, he makes up with fundamentals & a layered game. He’s great timing, goes to the body, is a sharpshooter, great defensive movement & has a chin. We’ll see how it plays out vs Smith. Intriguing fight.
one of the intriguing mysteries about this "Rex Lapis temple" in Qing Ce village are the apples that appear on the 'altar' everyday; there's only one certain drunk bard I know who really loves apples; makes you wonder who placed these here daily
From the classic and familiar to the new and intriguing, find your next fave in This Week’s Watch List! What are you watching first?
These all have positive or mildly positive connotations.
Based on dictionary definitions and examples, I would say that, in normal usage, 'intriguing' always has a positive connotation:
very interesting because of being unusual or mysterious:
an intriguing possibility/question
Synonyms include interesting, absorbing, gripping, riveting, compelling, fascinating. All of these are positive.