The self-contained aspect of the game is still there, it's just that there are now "end game" scenarios that require skill + in game resources to reliably beat. Part of the problem is the strange, open-ended pacing of the game. The VICIOUS dungeons and the Gold challenges are serious end game content, requiring you to know every trick in the book to complete. That's fine, but you can encounter these things very early in the game. I've sometimes thought that these parts of the game should be more clearly marked as "Do not even try until you have beaten Horatio."
Once you've reached a certain level of proficiency. I'd say the difficultly breaks down like this:
EASY: You can do this by reflexively clicking on any monster equal or less than your level. There is only one EASY dungeon, and some Bronze challenges are approximately EASY
NORMAL: Can be reliably beaten using any class/race combo with no preps, including poor combinations like gnome berserkers
HARD: Can be reliably beaten using any reasonable class/race combo with no preps, or by poor combinations with moderate preps
VICIOUS: A huge spike in difficultly, much greater than the gap between NORMAL and HARD. Almost another game entirely. VICIOUS content is intended to challenge skilled players that have all the toys and want to fight something where a totally prepped run is not overkill. VICIOUS can be reliably beaten by good race/class combos with moderate to heavy prepping. Sub-optimal load outs can work, but expect to lose more often than you win.