What I enjoy about the lore and world building in those games, is that many locations and encounters feel significant, even if I haven't got a clue what is actually going on. There's a sense of a deep, rich and often tragic history that permeates their worlds, and often you get to fight some legendary figure who played a big part in that history, like when you encounter Artorias in the Dark Souls DLC.
I'm definitely not one of those who enjoys piecing it all together though. I just don't have the patience or eye for detail for that sort of thing.
As for NG+, I have to roll my eyes at those who say that Dark Souls only starts or NG+7 or whatever. A single run is usually enough to get everything I need from those games. If I really loved my time with it and don't want it to end, I'll go for an NG+ run, like I did with Bloodborne, so it's great that it's there. But it's not essential to me or anything.