Earlier quoted context omitted.
"The Big Bad Thing has so many manifestations that it feels like monster of the week rather than a true full book that holds onto a core sharply executed identity." This is one of the structural weaknesses in the entire SCP... motif, for lack of a better word. When a core part of the premise is "you can't understand it, not even in principle, if you think you understand it you're wrong", the premise does some fairly…
I agree sci-fi is an outlier on this, but I also think all stories compete on setting to some extent. Fantasy most obviously (Tolkien, JK Rowling). But also for example the Jazz Age setting of The Great Gatsby contributed a lot to the novel's popularity and was a bit fictionalized, hard boiled detective writers like Hammett or Chandler wrote about a crime-filled world that was fictionalized for appeal, historical rom…
You've read many stories set in all the settings you mentioned. You have never read a story in which the fundamental shape of space-time is two time dimensions and two space dimensions before, unless you have also read Dichronauts. This is the supplementary material to the novel, which is mostly not in the novel and is not the story itself, just the background: https://gregegan.net/DICHRONAUTS/01/World.html You don't need that provided for something set in the Jazz Age, or a fantasy story explicitly based on myths that had been floating around for centuries, or a historical fantasy. Someone could write some equivalent, but you don't need it; it's already loaded into your head. That's the point.