It sounds like a weird combo, but even awake, it really isn't. See, it was modeled primarily off of Majesty, but with modifications. You could command units (be it hero or other) to auto-function (as they would by default), semi-auto (they listen to a base command and work within their programming while following that command), or manual. Hero units both came in individuals and in stacks, and were able to level up as in the game.
The Gauntlet portion comes in, in that while there were heroes, there were also special hero units. These special hero units had special stats and abilities, could be revived if they died for the same price they were bought for, would never have their grave disappear, and most critically--would level up yet unlike all other units, would transcend the current game and have those stats in every game. (Okay so that mechanic actually does kinda sorta exist in Age of Empires III from my limited experience, but this is a vastly different take on the idea.)
It was a wonderful, glorious dream, where a kingdom was in a campaign, under siege, and I was trying to build defenses and get a working economy. The units had a great deal of snark, were basically even more full characters than they are in their games, and everything was great.
...Of course when my dog starts yammering, yapping his head off with barking because he's lonely and feels abandoned (believing himself to be the only one home), I can only stay in the dreamzone for so long before reality comes knocking. But I wanted to stay inside because dangit. That was a dream. Combining three of my favorite games of all time. Into one game. Why wouldn't I want to explore that world a little?