The open world concepts for each level.
The story is found and told through other characters. A lot of the story is shown rather than told.
Thief 3 has the most horrific level design ever in the orphanage. A game review had a review (really more of a worship piece) just on that one level. (I think this is the review: https://www.pcgamer.com/journeying-into-the-cradle-in-thief-deadly-shadows/)
The stealth mechanics actually require stealth and are multivariate. Most stealth games stealth systems now are actually less advanced.
They're great games.