Of course we are talking opinions here, but in my opinion Killzone 2 does something special to the most intimate ingredient of an FPS. Which is combat. It doesn't expand on that, but it brings down the basics of the genre to build their own almost from scratch.
The feeling of being there, the tactical thinking required, the rewarding hit detection system, the ever changing enemy behaviour, the very dynamic nature of almost every confrontation, the cover system, the brutal joy of simply pulling the trigger.
Saying this stuff doesn't make the game special is like saying Gran Turismo wasn't special compared to Ridge Racer when it was released back then. It's just another driving game. Behaves differently, but you are still moving a car on a track. Well, no.
And don't get me started about the multiplayer. Killzone 2 could have been released as a multiplayer only game a la Warhawk/Socom: Confrontation and still get pretty good scores. And there is plenty of "special" stuff in MP as well. The aforementioned quality of its basic features are even more important in the iterative environment of an online confrontation. Even without all those game modes, soldier classes, in-game clan system etc. I'd be playing it till my fingers detach from my hands because it's so damn FUN. It's almost an arcade game type of fun (albeit there is nothing remotely arcadey in KZ2), the one that keeps you coming back for more even if it's more of the same.
In my opinion this is what makes Killzone 2 special. It's a tremendously fun shooter with unique personality and brilliant online mode wrapped up in a fantastic, truly next gen AV experience. I think this is pretty special to be honest.