If there’s one thing every sufficiently-large puzzle game needs, it’s an excuse. Some reason why walking around and doing stuff requires convoluted shenanigans. You’re sneaking around a high-security facility and would be observed if you took the obvious routes. You’re exploring a ruin, and a lot of the floors and staircases are collapsed and impassible. It’s all a test. There’s wild magic interfering with you. The whole world is stylized enough that you automatically don’t take it seriously.
In Hadean Lands, the primary excuse consists of fractures in time. Something has gone wrong and various bits of the “marcher” (alchemical spaceship) you’re on are frozen in time, with barely-visible barriers separating you from your trapped-mid-stride crewmates, or from glimpses of alien planets. Yes, planets, plural. Whatever befell the marcher has twisted space up enough that different fractures show plainly different worlds: a Hadean land here, grey and airless, a Thalassan land there, covered in toxic sea.
But then, there’s some indication that having access to multiple worlds at once is normal. One room has a dome full of windows, each showing a different sky. Apparently the marcher uses this to navigate. And then there’s the peculiar matter of the basement, which leads to a ledge on an underground chasm, which is deep enough that you can’t see the bottom. The chasm has a number of doors leading to parts of the marcher, which makes it seem like a permanent feature of the thing, not a by-product of the time-fracturing accident. And yet, it’s underground. Perhaps the marcher isn’t so much a ship as a building that generates portals? But it’s described in nautical terms otherwise.
So basically the setting keeps you a little unbalanced by combining disparate ideas, convincing you it’s one thing and then showing you that it’s another. Even the base concept of “alchemists on a spaceship” works into this. Even the mechanics, as described last post: inventory items that you later realize you don’t need to pick up, a reset button that preserves state. Alchemical transformations symbolized by transformations of understanding, and vice versa. I’ve found a scrap fragment referring to the creation of a homunculus, and I won’t be at all surprised if it turns out that this is what the player character was all along without knowing.