I think one of the big things with CDDA is the fact that its a sandbox game, which can be a good and a bad thing.
On the plus side it lets you ramp up the difficulty form minor to beyond impossible levels if the game is too easy (improved zombie speed, health, item spawn etc) and start with stats you find appropriate (only starting with 0 or negative point cost characters if you find positive ones too easy). When you do really well with a character at one difficulty you can play with another weaker starting character or tweak the settings to see if your strategy still works.
At the same time though I feel like its hard to feel a sense of accomplishment playing CDDA. whenever my character is doing well I always think to myself “Oh, well I just made it too easy by not picking a harder starting class / difficult scenario / playing with certain mods on or off.” The fact that you can do nearly infinite things to make the game harder makes it nearly impossible to have a “standard” play through experience - for me at least it feels like there are too many personal rules I have to follow to keep the game interesting without feeling bad.
One thing I guess I would like to see in the future is more challenge / limited starting scenarios that allow you to use everything you have to complete a certain objective or challenge without having to feel like you need to hold yourself back.