Let me start out by saying that it hadn't been long between my playthrough of Hades and Curse of the Dead Gods, so the former probably tainted my experience with the latter. But it's also worth noting that while I called Hades the "rogue-like killer," I was still able to enjoy Curse of the Dead gods for what it was, albeit on a much smaller scale and for a much smaller amount of time.
The story
There isn't one. At least there's no narrative beyond item flavor text. You're a treasure hunter or archeologist of some kind who gets trapped in a series of tombs.
The gameplay
The game is built around quick runs through 3 stylistically different temples that have myriad rooms, enemies, dangers, traps, loot and champions, followed by 1-3 bosses, depending on which tomb you are exploring. There's a neat Curse mechanic, where the longer you progress, the more apt you are to be "cursed" by the Dead Gods. On the surface, this seems like something you want to avoid, especially since the final curse is a doozy (no spoilers), but more often than not I found myself sacrificing blood at altars instead of gold, because the curses were barely an inconvenience. This made the mechanic a bit less scary than maybe it should have been.
There's also a learning curve here that is at first a little frustrating, but once you get the hang of it, it can be pretty fun. The light/dark mechanic is neat, giving you extra resistance and damage to enemies in the light, while the reverse is the case in the dark, and it really forces you to learn to switch between your torch and main weapons on the fly.
The unlockables
There are plenty of relics, weapons and blessings to unlock as you play, always leading to interesting (sometimes overpowered, sometimes massively underpowered) builds that make every run slightly different than the last. While this is what kept the game fresh and fun for me, it is also the thing that ultimately turned me off after about 10 hours of play. When you see the enormous price tag to unlock a certain blessing that you know would make for a fun build, then realize it'll take you like 20 more runs to get enough skulls to unlock it, it gets a bit "meh." Where Hades kept its gameplay loop thriving with incredible characters, voice-acting, and a brilliantly written, slowly revealed story after every death, Curse of the Dead Gods is just...more of the same. The same three temples, even if the rooms are different, do get a bit boring after a while.
Conclusion
Near the end of my 10 or so hours with the game, I found myself adequately skilled to make any build work well enough to get to the boss, despite some often-times horrible RNG, but even though I could get there, I found myself not really caring to anymore. I ended up uninstalling after clearing 8 of the 10 temple tiers on offer.