That alone would’ve made for a perfectly competent game. Zagreus’ effort to flee is the perfect setup for a roguelike, and the framing gives room for ample enemy variety.
If he dies by their hand, Zagreus is promptly sent back to the house of Hades, resetting his progress. Zagreus wants to escape Hell, but his progress is stopped by supernatural foes, creatures of myth, and the like. Instead, you play as Zagreus, the god of the underworld's son.
You don’t actually play as Hades in Hades.