This word may be uncommon enough that its connotations end up being ultimately about individual opinion. None of the dictionaries I have just checked give any mention or relevant samples to indicate any inherent connotation in the word.
That said, to me, ‘abstruse’ has a definite negative connotation, like ‘obscure’ and ‘arcane’.
Most words that mean ‘difficult to understand’ tend to have a negative connotation, simply because making oneself clear and easy to understand is generally considered a virtue (unless you’re a philosopher, in which case I imagine the connotations are probably switched), while failing to do so is considered something undesirable.
The only words I can think of in this semantic category that generally have a positive connotation are recondite and (especially) esoteric. Both these words refer to something that is difficult to understand not because it is unclear and muddy, but because it is intricate, specialised, and rarely seen—and exactly because of those qualities, it is seen as being somewhat precious.