As opposed to the horrible flat/white/modern design that govers Windows 10 and the web, it makes using the UI easier: Elements have clear boundaries; it is immediately obvious what role an UI component has (link? label? button? text field?); there is very little ambiguity; typography is simple and inobstrusive.
The Luna and Aero styles were actually not much worse than the classic Windows style but interesting and usable evolutions of it as they retained the properties listed above.
I am not entirely sure whether this perception stems from the fact that the classic style is objectively "better" suited for a GUI or from the fact that the Windows UIs were so predominant in the PC market at the time and left a lasting impression on people's understanding of what a GUI is/was. Perhaps it goes both ways.