What speaks to me is how they feel like the "truest" RPG experience.
You are in this completely unfamiliar world, you are holding a sharp stick and trembling with a crappy flap of leather as a shield...
You have to creep through this terrifying dungeon world, having no idea what is around every corner. Every map layout tells a miniature story of what's going on in that area, and it can be so subtle, sometimes it's just the enemies they choose to place, or other small world details.
It is such a true sense of bewilderment, despair, and scrambling to grasp where you are and what is happening and how to control it
What are these weapons, how do they work? The game leaves it to you to discover for the most part. I'm going to use this pickaxe on this giant rock guy! Wow what a difference and now the feeling of a shred of control. You can deduce so many vulnerabilities in enemies just by paying attention.
And it just keeps going from there.
The best part of playing a Souls game is never looking at a Wiki. And fucking hating that you are stuck or can't get past a spot and need to up your game. Not necessarily in the git gud sense but actually willingly learn and play the mechanics of the game sense. Or just try to discover more and find new solutions.
I love that you simply cannot have a singular build and realistically expect to be able to have success throughout the entire game world. I love that at the very least you need to use a range of tools, not necessarily upgrade them, but you're going to have a sad time if you think you can just hack and slash with some ultra mega dragon sword. Or get the pointiest magician hat and everything is going to be cool. Or think that because you are build x, you're not ever going to be served by a bow.
I have the most fun when I play the games in the dark, no hype, no wiki, no hints, no Googling answers. Making my own little maps and notes and trying to figure it out.
So I guess to me that's what it is, it's a game world that is scary and brutally dangerous, but it gives enough tools to the player that they can squeak by.