One of the things Kevin mentioned that is a pretty significant difference from Heretic is that Hexen has ambient sounds: wind, thunder, various birds, etc. It makes the game world more immersive.
I have always loved the artstyle this game has and IMO it has lasted the test of time. It always felt like it had the perfect mix between Warcraft 2 and Doom. I think making a modern game like this today would be the perfect time due to how sculpting is now in the mainstream art design. The kind of artstyle this game has can only be achived with sculpting.