Mystery Dungeon games do not play like every other roguelike and PMD games are the only Mystery Dungeon games to emphasize their characters and stories. Most roguelikes are pure gameplay with almost no story, so its a nice change of pace. Gameplaywise its also just really fun to prepare right before entering a dungeon and carefully well utilize the items you find lying around as sometimes the randomization of the dungeons can put you in particularly difficult situations, ultimate making the games much harder than normal Pokemon games.
The games also benefit in their story focus due to focusing on the Pokemon. Pokemon have unique abilities that normal people can't do and so you get to see how Pokemon interact with each other and utilize their unique abilities in an environment where only they exist. It creates unique magic power-filled stories that only exist because they're Pokemon.