Because a true EGA/CGA/RGB monitor takes a digital signal, as opposed to VGA which is analogue, you end up with very vibrant, clean colours and a lot of contrast.
The blacks are BLACK, the whites are blindingly white, and the colours really pop.
The scanlines also look different somehow, and there seems to be subtle bleeding/blurring effects at some colour boundaries. I don’t have real technical knowledge about this, but it looks like the artists have used this to their advantage in places.