Well it's difficult to put my finger on it, but Audition has more substance than most, and it's dark and disturbing. As Kathy says, it leaves you thinking.
From what little I've gathered about your tastes, I suspect you don't like films that rely too much on a gimmick. There's nothing wrong with gimmicks in the way I'm thinking! And I'm not presuming that this is a black and white rule. For instance a typical ghost story needs a ghost and preferably a few jumps. Blockbusters have stunts and set-pieces. Or maybe it's a drama building toward a big twist or reveal. Most Asian films that have become popular internationally are like this. They have some sort of obvious hook and leave little to interpretation by the end, obeying genre rules and conventions to the letter.
Audition is one of those films that has a simple plot, with lean characters and dialogue, but a very deep idea and so all it needs to do is play out, with some great, almost abstract imagery. Kathy called it a horror, which it is, but it doesn't rely on genre of any kind. There's a powerful, singular message at it's heart, but no effort is made to ram it down your throat.
I know what I mean! You probably don't after that nonsense. It's like the difference between Platoon and Apocalypse Now.