1) Extreme Hard Mode - This feels like a new game compared to Normal mode, you need to learn a lot of new tactics to win
2) Alternate routes to success - Many levels have several different winning strategies: speed, strength, military might at expense of happiness (Riots), happiness and riches from a large economy. Some missions even have explicit choice of main objectives to fulfill (eg: You can choose economic, population, trade sub-mission to win)
3) Challenging Extra Objectives - Most missions have extra objectives to test your building, speed, economy in different ways. You can replay to find these and score 100% on each level.
4) Part of the appeal *is* the story/scripting and variety of missions you will play - endless identikit sandbox missions wouldn't have the same charm. You can always come back for the sequel for more hand crafted gaming experinces