Here's some quick things off the top of my head (before my morning coffee):
First, the single biggest thing about Glorantha is the depth of it. Sure it has elves, dwarves, and trolls, but they have deeply developed, thought out cultures, as do humans, of course. Elves and dwarves may (or may not, depending on POV) look like standard fantasy takes on such creatures, but unlike most worlds, they have drives, desires, cultural identies that are truelly alien: more in common with a hard SF alien race than a fantasy race or space opera alien race. The trolls are pretty unique to Glorantha. They've never been much like trolls from any other world and they are the best developed of any of the races with a complete culture, developed gods, cursed bloodlines, etc.
Just sticking with human cultures, there are a couple of unique things about the world. First, when I (most people?) think about a generic fantasy world, the first thing that comes to mind is a pseudo-medieval world. Simply by being based on much older cultures (Stone, Bronze, Iron Ages for the most part), Glorantha is different than most worlds out there. More important is the fact that these cultures once again are deep. There are entire lineages for kings and they aren't just lists. They're interwolven. Kingdoms aren't static in Glorantha. They rise and fall with a fluidity that's unique to the world. All of the RQ and HQ stuff to date is basically a snapshot of a single instant in the world, done for the benefit of making it more accessible. The more you dig under that, the more depth there is and it's coherent and logical (very unique amongst fantasy worlds), though follows it's own logic.
There are a handful of other worlds that are this deep or close to it, but none of them have had quite the success of Glorantha, so there's less info out there. Harn has lot of detail, but I've never gotten the impression of historical depth for it...though it may be there because I've only looked over the materials. Tekumel is up there with Glorantha, but less well supported over the years and because it moves so far away from cultural backgrounds that most of us can relate to, it's even more inaccesible. Those are all I can think of right now.
I mentioned recently elsewhere, that most fantasy worlds (no matter what genre) are just a backdrop for the PCs to do their thing in front of. That's not necessarily bad btw. However, in Glorantha the PCs interact with the world. It's as much in the foreground, under their feet, and in the skys about them as it is in the background. PCs are part of the world, rather than the world being something for them to act in against. I don't know how to phrase that well, but if you get to play with an experienced group in the world, you'll immediately see it.
Second, and perhaps more importantly are the way mythology, magic, and mortal interact. Glorantha is unique in that it's a world based on myth. Myth governs the laws of the universe directly. See above about logic. The deal in Glorantha is that mythology (acts of the gods) dictates why things are the way they are in the mortal world. Of course, part of the purpose of powerful people in the mortal world is to go about redefining mythology of the gods thereby changing the laws of the mortal world, usually in some small, but meaningful way.
The whole interaction between a person and their god, alone, is very unique. Gods aren't just there for a backdrop, again, but they're an integral part of every Gloranthan's day-to-day life. They magic they grant is necessary for people to even survive, while the worship of those people is necessary for the god to have representation (existence?) in the mortal world. I haven't found another fantasy setting where gods are so important and where there's a "realistic" take on how older cultures view their interactions with the gods.
The biggest thing that both of those do for me is to let me immerse in the world. The irony is that Glorantha is far more like the real world than most fantasy worlds are: hang with me a second here while I explain. Most fantasy worlds (even some very good ones) are worlds were people, and certainly PCs, have a modern world view. This is really where the "backdrop" part above comes from. The world looks pseud-medieval, or whatever, but it stays a backdrop because the important NPCs and the PC have a modern, rational world view. In Glorantha this isn't true. The cultures, from the lowliest farmer or herder to the ruling king and ermperor, are made up of people with an ancient world view and it naturally leads players through their PCs to look at things this way. The world works and reacts as if the worldview of ancient humans was correct, rather than as if the worldview of modern humans is correct with magic and fantasy creatures tacked on.
FYI, Talislanta is not a good comparison to Glorantha. I've bought a bunch of Talislanta materials lately. I love the 4th edition rules. The world is fine, but it lacks depth. I'm told this is intentional, to leave the details up to the individual GM and players. That's great for some, but for me I'd rather work on my own world if I have to add the details. Also, I don't like the fact that ever creature and plant is unique to the world. Not only are there no elves (though plenty of creatures far closer to a classic elf than anything in Glorantha, to stay somewhat on target), but there are no humans, no horses, no dogs, no housecats, etc. It's just lists and lists of creatures. Glorantha at least keeps the common names around and keeps most creautures linked to their realworld counterparts. That part is an unnecessary hurdle for getting into Talislanta IMO.