It's not the catsplosions. It's not the somewhat masochistic learning curve. I am very fond the ridiculous details like the thousands of stone types, but here is what I really love about the game. To my knowledge, it is the only game that models warfare in a way that even remotely resembles reality.
Take the second world war. A major deciding factor was the fact that a large portion of the best German troops were encircled in Stalingrad. Once cut off from the frontline, they ran out of supplies and eventually, their surviving starving soldiers had to surrender.
In most computer wargames such a thing could never happen. You build some sort of barracks, pay some abstract resource and you get fresh soldiers out of thin air. Never mind whether you even have enough people left who are fit for duty. Once you have "built" them, you can move them to the edge of the world and leave them there for years. They never starve, never complain.
At best, a few sophisticated games might include some form of upkeep or maybe an ad-hoc rule for supply lines.
In Dwarf Fortress, things like supply lines can they arise naturally. You can send your troops to kill something, but you need to draw them from your population first. Then you need to feed them. That can be a challenge if they are far away from your foodstores. If they get cut off by a horde of bloodthirsty monsters and have to hide, they may starve and you have replayed Stalingrad. Admittedly this won't often really happen in a game because the map isn't big enough, among other limitations. But the point is, the basic logistic problems of a war are modelled far better than any other game I know of.
edit: removed spoilers