It’s called world building I think. Darkest Star is probably right, people like the whole package. Crom’s Anvil is unlike anything else out there. I’m not a huge Conan fan, but everything looks great all together. One of my favourite miniature companies is called Strange Aeons. They used a lot of Coppelstone and Pulp figures at the beginning of their tenure, slowly building the range. Crom’s Anvil on the other hand has moved pretty quickly with nice terrain that can be used in a lot of Pulp and war games too. I’m pretty impressed.
If you stick a truck and an Indiana Jones figure in with the terrain you could have a great Pulp game too.
As for the figures, I like them a lot. They have a good theme and are sculpted well. I like the Arabian style of the miniatures. Those guards could be painted with orc skin as well.