Shoegaze and the architecture of sound layers
Synth-wave and the concept of world-building in music is something the genre does better than almost any other.
The synthesizer palette of synth-wave — particularly the specific sounds associated with 80s film scores and science fiction aesthetics — creates an immediate sense of place. When you hear certain combinations of sounds, you're in a world. The world might be a retrofuturist city at night, or a long drive through a dark landscape, or the interior of a spacecraft in cold sleep. The sounds establish the setting before the music does anything else.
The artists who use this world-building capacity deliberately and rigorously produce records that work as complete experiences rather than collections of tracks. Each track is part of a larger imagined space, and the record as a whole creates a world that you inhabit for its duration.
This is one of the reasons synth-wave is well-suited to the album format. The world-building accumulates over the course of the record in a way that individual tracks can begin but not complete.