For me, the complexity was a big draw in the beginning - "I just got Physics Level II; now what kinda' goodies will that tech give me?" Learning the details of the game was a lot of fun. The depth that others spoke of is there IMO.
Secondly, is all the great mods being produced by fans (who are almost co-developers in their own rights). As previously stated, never the same game twice. And reguarding the AI; even the "bad" AI was challenging at first. Now even as an experienced player, there are a few AI mods that are still a challenge.
Now some other games I've played, you only have to click "Next Turn" to win.....won't mention which ones....
IMO, the most productive $45 "gaming" dollars I ever spent....