You get the experience of picking up the body and carrying it to a place no one will find it at. You get the rush of realizing you forgot to take care of one guard, and now he's poking around in the darkness for you, seemingly coming straight for you, until you think he's seen you, and you bolt away, only to run into other alerted guards. This is what it's all about, baby. Yes, Thief has all of this, AND it works. I couldn't believe it either.
Thief is such an amazing game.
It was a complete surprise, and this was right after I had completed Half-Life, 1998's adrenaline kick in the ass of the year. I have never been so absorbed in a game before. But Thief is extremely well-integrated, and you literally have to turn out the lights, turn up your speakers, and insist that no noise be made, just so you can make your way through a stronghold without any guards noticing you. And when you run into those situations where you've lost place of where the guards are, or when you're forced to flee into a new area, you get nervous and jumpy, unable to decide what to do, unable to think straight. And this is no accident, something that happens in other games.