The fact that you have these enormous evil alien empires - evil industries - evil armys made of robots, beasts, crazy things, all shooting absurd amounts of shit at you...and you, ALONE, by yourself, with your little ship (even better, RIDING AN INSECT) and a relatively small firepower blows all of them away.
Also, first stage bosses: the most loved enemies by shmuppers, who always try their best to destroy them saying something like "f**k off, I must go to stage 2, die quickly!"
