Cities On the Hill
Typically if you have a tyrant, he's there because he's the biggest, strongest guy with the most power, and he's in charge. Rarely is it a personality cult.
Rapture is instead made by a guy (and then later a woman) with a Vision. He didn't have power until after the fact, but the entire Place is built to venerate his Ideology. Rarely do you see places that are shaped by the leader's opinions, rather than just his Goals (War/Power/Control). Rapture is intriguing because this Philosophy was built right intot he foundation - and then it fell down under the weight of the idea. So it's a contradiction and a failure, but even BEFORE then, it was built purely on a philosophy.
Exotic Environment
The exotic location of being Underwater is neat. It is intriguing. It also allows for exceeding Isolation and Control. It's Unique in the part of the World.
Rapture isn't just a "city underwater". The fact it's underwater is a constantly reinforced thing. Walking through hallways that are completely glassed, so you see the sea around you. Areas are continually leaky. Rooms occasionally burst and you have to escape the flood (or walk along the bottom of the ocean).
So it implies that if you create such a unique place that is linked to its locale and environment, constantly reinforce it. Tie that location so much to it. So it's not just "A town sitting in this funny place" but "many aspects of this funny place is incorporated into it" and "effects behavior" and a lot of other effects related to the city itself.
Final point
Bioshock 1 & 2 constantly reinforce their themes. The plot(s) are circling all the things it's created, rather than plots that barely touch them. So a site-based adventure, have the hooks and the plots reinforcing the characteristics of the city itself.