I think you gave the reason yourself in your opening post. Oddworld resembles our world in such an extreme way (but with different visuals) that we get confronted with the way things really are, and frankly if you really think about it, our world is a really creepy / odd place one might say.
Other then that, the creatures that inhabit Oddworld have a really unique design when compared to other Movie/game universes.
I remember Lorne talking about how his ideas come from problems that are real in our world, and how he gains inspiration from them in order to shape Oddworld.
-Brun
http://www.bruncroes.blogspot.com