One thing that is responsible for a pleasing bokeh is a round iris when the lens is stopped down. Nevertheless I am aware that some lens designs do posses a good bokeh despite having an edgy iris like the Nikkor 35 1.4 but again there have been manufacturers (more in the past though) who have added more diaphragm blades to create this round look so it looks like this does play a big role in bokeh quality. May be this is the reason we like our lenses wide open?

I have checked my optics for this and want to share it with you:

My Apo sironar 210-S, G-Claron 150 (typical symmetrical or near symmetrical designs) SA 72XL and my Konica Hexars 35mm fixed lens all show a round iris, the Hexar has actually a very beautiful bokeh something very special among all of my optics. My 110 xl and Apo tele xenar 400 show an edgy shape.

All of my Bronica SQ lenses (80, 50 and 200) show an edgy iris though I like the 80 wide open. Nikkor 35: 35 1.4, 105 1.8, 55 2.8 micro and 28 PC are all edgy. The 35 1.4 is a very contrasty optic and is famous for having a "complex" bokeh. Again I like this lens wide open and it does have a good bokeh but not at close ups.

To check your optics point your lens set at infinity at a ball of crushed aluminum foil lit by a strong light like a table lamp. Then stop your lens down and look for the circle of confusion. For rangefinders open the back and place a small ground glass on the film plane.