I love this game for the challenge, visuals, and content related to the Lovecraftian origins. This was recommended to me by a friend who was into the same stuff I'm into. But more than the gameplay was the symbolic lore behind it all. HP Lovecraft's mythos revolves aroudn protagonists having futile struggles with the cosmic horror.
Protagonists of the mythos would always have a hard time winning or have pyrrhic victories as a result of the encounter. Perhaps, that's one point Darkest Dungeon wanted to emphasize with the permadeath mechanic. Beyond the added challenge is the message that game will tell you it doesn't matter what struggle you would have with it, the horror will always be there and you will be the one to adjust.
I agree! There's nothing more satisfying and rewarding than overcoming the challenges of games like this.
I do love the atmosphere and the Lovecraftian vibes the developers were able to pull off. There's something deeply disturbing about it and that just makes it all the more fascinating!