There's a couple of things that go into this.
First, getting through a whole level undetected and unsuspected provides a real sense of satisfaction.
Second, blackjacking guards throughout a mission makes it easier as you progress. So you have this weird inversion where the difficulty ramps down instead of up over the course of the mission, and finishing it feels anticlimactic.
Third, you're not supposed to get spotted. It's kind of the point. If you alert guards, sure, you can go on ...
Yeah, the fireshadow and Little Big World are both Thief Gold additions, not TFix.