For all their success, the Metro games have had a lot of things said about them. But one thing I cannot fault is that 4A Games tried for each sequel to build over the previous one. For example, Last Light had less buggy stealth mechanics and some great DLC (the Polis ranger one being my favourite). But the things that consistently apply to each game are the unparalleled graphics, apocalyptic horror atmosphere, emotional and thematically deep narrative, and inventive weaponry. In a nutshell, Exodus does not abandon these traits.
Unlike Last Light though, Exodus has a massive gameplay overhaul. The chapter count is much smaller, in large part because 3 of them are very lengthy and take place on explorable sandbox maps. Some fans haven't been happy with this move, but as a sucker for sandbox-style experiences I felt a little more forgiving. I will admit, it's not perfectly implemented and sometimes navigating can feel like a slight chore. You won't find the open-world element as polished as in the STALKER series. But it is still fun to explore the wasteland beyond the underground stations. The Volga map in particular was my favourite with the best atmosphere.
As for the story, it is great just like in the other games. The English dubbing is good, but IMO playing it with Russian audio (which you can set in Options menu while keeping text in English) makes the experience grander. Probably my only issue with the narrative is the endings. Both of them are powerful, though the "bad" ending is particularly chilling. The issue here though is it attempts to portray itself as hugely tragic which feels a bit off as you have to a PRETTY murderous asshole throughout the story to get that ending. It's only a minor quip though. Either way, the story's conclusion will leave a profound impact on you.
I feel each Metro game offers something unique to the table, and this is no exception. While not entirely flawless it's a terrific conclusion to a scary and emotional trilogy.