This game is full of great little touches. It's genius how the developers create this dynamic where after attempt after attempt at senseless, indiscriminate violence, you have to walk through your carnage in near-silence at the end of a mission. It creates this strange moment of reflection, and you actually understand the weight of your carnage.
Also, the way the plot refuses to directly explain what is happening is so refreshing. In so many games, including games I quite like, there is a story/lore dump cinematic in the beginning, so the player immediately understands their motivations and their character's standing within a given universe. However, this method of story telling is, to me, inelegant and basic as raw exposition is at best dry and at worst overwhelming. The magic of interpretation is lost in this story telling method. Hotline Miami dodges all of this, by scope and by the way it handles story. You are just as clueless as your protagonist is, and the universe is given significance because you understand it at the same time your character does, by witnessing events unfold through your character's eyes. You haven't been told who these people are, and they aren't going to directly tell you.
I'm rambling a bit, but what I am saying is that I think good stories lend themselves to multiple interpretations (this shouldn't be a controversial statement), and its nice not to spoon-fed plot in a video game.