How not? You get royalties from their project and, if they succeed, you will be able to negotiate that for more than you have paid. And there is a possibility to receive ownership, I do not know if any of the recent ICO has given that, but they could; future products or services for the Token that you have bought.
https://omg.omise.co/
OMG holders can use OMG to validate the network. If they validate a block correctly, they get paid the tx fees from that block
https://blog.golemproject.net/golem-network-token-gnt-sale-2...
All transactions in the Golem network will be subject to a fee, approximately 5% of the transaction value. This will include both transactions between the users — payments for computing power — and transactions between users and software developers. The latter will consist of payments for the software used on the Golem network in a SaaS model. Where applicable, a blend of both open source and proprietary software will be used.
Neither will you with ICOs. They normally don't give any ownership or the like.