I think the most interesting thing about dwarf fortress is the factor of chance. No dwarf fortress embark can give a total sense of the game, precisely because some of the best parts are those that surprise you--like a fort that has been very nice and mellow--all unicorns and friendly raccoons--getting a granite forgotten beast with deadly dust immediately after an accidental cavern breach in the new decorative statue garden. Or when your arctic water trap proves impossible because of a dwarf physics misunderstanding, so you have to figure out how to turn off temperature and use it as a simple drowning trap. Or when cave crocodiles prove able to break through glass windows.
Oblivion came up as a comparison several times, but I think it is misguided. Morrowind, oblivion's immediate predecessor is far closer--with it's deeper and more transgressive mod subculture and flexibility (i.e. in Oblivion you were definitely saving the world, in Morrowind--maybe you were the prophesied Nerevarine, maybe it was just an imperial plot to exploit the Dunmer, maybe both, and you could skip the main plot entirely or even murder major characters "ending" the main game per se)
Basically perfectionism is troubling you, which means the game is working--it forces awareness of certain conventions of video gaming--closed structure, completion--you can "finish" a game, some games even have percentile completions i.e. GTA 100% completed is fairly difficult but possible. You can never 100% complete df, winning is impossible, a dead fortress remains in a mobile world which gets more sophisticated with every update.
I play df because I think it is the first game I encountered that pushed the line not just into "art", which could be said of a number of conceptually interesting games before. But if those games legitimized the medium as artistic, the way Charlie Chaplin and Einsenstein legitimized cinema as a medium, DF goes further, doing straight-up formal experiments with video game conventions, the way Cubism experimented with conventional perspective.
Consider how it combines total graphical abstraction (ASCII) with the total structural refusal to abstract! I.e. Every game from Mario to Halo uses some variant of the abstracting convention of "hit points". Even games like Fallout where limb damage is possible, simply move hit points into limbs. Dwarf fortress simply doesn't. Hit point games need to pause and go literary to describe someone going blind, or tragically losing their ability to walk. In Df You can have nerve damaged warriors, or blind children and it will be spontaneous and utterly unpredictable, and thus utterly without pathos, realistic in the proper sense. Dwarves don't pause when something terrible happens to them, nor does the game stop and play some dramatic music. You stop instead, you fill in the pathos, it the opposite of cheap theater, which is what most games offer. Consider most gaming models--extraneous elements are decoration--background--to my knowledge no other game has ever seen fit to track a blood stain, or hell, a beer stain simply because it's objective to do so. Consider dwarven art which creates artifacts which can be epic or strange or hilarious again simply by exploitation of random generation. Or the nightmarish mishmashes that are forgotten beasts? Most games create terror by cheap horror movie tropes--giant spider, walking corpse. Df gave me nightmares with it's many-tailed vomit monsters that are slavering. DF is paradoxically both one of the most realistic (due to insistence on not abstracting away non-crucial elements) and most conventional (dwarves are a trope, everything is accomplished through random calculations) games out there. It's brilliant.