Like @Nor_Treblig said, a typical modern gamepad has two analog joysticks. That and the analog triggers make it objectively better for some stuff (like racing), but mostly it’s just a matter of comfort and convenience. Because you (or I) already use a keyboard all day long. Notwithstanding the fact that I have real Cherrys at home, which are better than the el cheapo Outemus I got to use at work.
PS The analog stick is also better for Limbo because you can control whether you go at full speed or slowly. It makes the controls less awkward. However, this is a problem with Limbo, not with the keyboard per se. Admittedly, without a Wooting you can’t have all the precise gradations of control that a controller gives you, but it’d suffice to press Shift to walk like in Tomb Raider, possibly with an Ctrl+Shift or something for snail’s pace. (They do it a little bit based on how long you press the buttons, which seems to work better in Windows than it did in Linux too?)
PPS Force feedback can also add another dimension to games when done well. The Xbox One controller even has trigger rumble.