1. It ponders life, death, how people cope with the loss of loved ones like Riker and Troi's son, as well as Data, and how Picard faces life after being prepared to die.
2. It shows damaged people. Picard is damaged, Seven is damaged, Raffi is damaged. And the show doesn't act like that can be resolved in an episode or a season.
3. It shows that some wounds truly are too deep to heal. Raffi's son won't forgive her for focusing on her work and uncovering that it was the Romulans who we're behind the attack on Mars and not AI. Even after she proves it, I doubt he gives a shit. It's true to life that these types of family issues aren't resolved.
4. When Seven wants revenge for the death of Icheb, the show is smart enough to know that a simple pep talk from Picard isn't going to be enough to talk Seven down. Seven pretends to be swayed, then does her own thing, and we can come to our own conclusions.
5. The news is always trying to spin a narrative. FNN is no different from FOX News, CNN, or MSNBC, and Picard calls them out on it. Even the name FNN is like a combination of FOX News and CNN. "The right wing and the left wing are two wings of the same bird," they say. I have my own thoughts about that too, especially nowadays, but I won't get into that here. Anyway...
6. We finally get to see more of Romulan culture and more diversity in Romulan culture. This was long overdue.
7. The show is always willing to show two points of view. Picard wants to rescue Soji, comes up with a plan, and plans to use Starfleet to help him. Then Clancy points out everything Picard's done to erode any goodwill between them, leaving Picard to figure out how to rescue Soji without them. It's handled better than when Kirk decides to go off on his own in TSFS, and is one way of showing that Starfleet isn't the only answer.
8. The Fenris Rangers are another example of Starfleet not being the only answer, especially when the Federation turns a blind eye to those outside their jurisdiction.
9. Dahj and Soji's worlds are turned completely upside down when they find out they're not who they thought they were. One seeks Picard for help, the other initially rejects his help and takes convincing. One dies, the other lives.
10. Because this is a sequel series, it can explore a level of character development that can't be shared anywhere else, except for the later seasons of DS9. Picard and Seven talk about how they never fully recovered their Humanity after being assimilated. We already know both their backgrounds, they already know each other's backgrounds, so they can just go right into it without any setup. It's already there.
11. We get to see Seven of Nine in a different context. What happens after she gets "home"? Does she "assimilate" into Humanity, does she do what she's "supposed to do"? No. She finds her own way. All the characters have to find their own way.
12. The opening scene is a masterpiece of Prestige TV filmmaking. I went in all of that here a few years ago:
The Multiple Layers of PIC's Opening Scenes | The Trek BBS
There's more, but I'll stop here for now.