The Bhagavad Gita is special because it is narrated in a very worldly, very practical setting.
Bhagavad Gita is not guru sitting under a shady banyan tree in the tranquil silence of a holy jungle, sermonising to some pliant, obedient, willing student. Neither is the setting tranquil at all, nor is the sermon academic at all, and least of all is the student pliant and willing. It's a real-life setting in which you do not have the luxury of a formal podium, a formal appointment, a formal code of conduct. It's the war chariot, not the temple. There are armies around, not silent idyllic trees and cute animals, and the one being spoken to is a biased, emotional and unwilling listener, not some keen student.
The outcome of the conversation would decide actively the fate of many million residents of the kingdom, not merely get entered academically in some pages of another holy book. Life and death depend on this discourse in the literal sense, not just figuratively. Literally, life and death depend on this discourse. Therefore, this discourse has so much potency.
Arjuna is a real-life student, not the ideal disciple. Therefore, Krishna’s persuasion has cutting-edge mastery. If you are preaching to the converted, how much forcefulness do you need? Nothing. But here, you see that Krishna has to be at his not merely godly, but actually tactical best. Arjuna is forcing Krishna to be at his best because Arjuna is such a reluctant listener. And therefore, that which is now proceeding from Krishna is extremely charged and potent. Nothing less than words of the highest intensity and highest potency would do because Arjuna is almost wrestling with Krishna; therefore, Krishna has to exercise and demonstrate all his power.
You very well know how at one point Krishna actually has to demonstrate his own immense form, Virāṭ-rūpa to Arjuna—why is that needed? Because Arjuna is one tough nut to crack, and that's why the Gita is special. It is spoken to someone who is caught in emotionality; it is spoken to someone who doesn't want to listen; it is spoken to someone who has to be convinced to fight and kill his own kith and kin. To fire on your own blood your own relatives is no easy job, or is it?
Therefore, it is no Aṣṭāvakra preaching to a Janaka; therefore, it is no Yājñavalkya-Gārgī Saṃvāda; therefore, it is not even Nāchiketa speaking to Yama! It is something that has an extra edge of intensity and quality to it. Krishna is facing a real-life challenge. Arjuna has to be convinced and converted in real time, right now! “Do it right now. Do it right now, else Duryodhana gets a walkover. Do you want to give that mean chap a walkover? Do you?” Look at the urgency of the situation. That's what makes the Gita special.