Lexical scope, first class functions, native coroutines, compiler available at runtime. Trivially extensible. It's semantically really close to lisp. Yep, lua's one of my favourites. The front end syntax isn't what I'd like but whatever, I can still see the AST through it with a little effort.

Obviously there are a LOT of languages you've never coded in.

Yes, I've never coded in brainfuck. But of the languages people actually use its been the most painful.