The game did a poor job in making them look menacing. There's a few good moments like the vision quest in Skellige and then the battle at Kaer Morhen but then there's that huge time lapse where Geralt is dawdling around, playing cards and fuckin' whores.
I'm also still salty you couldn't get their armor sets.
Would be nice if CDPR did smaller spin off adventures with other characters (Roche, Letho and Regis come to mind) and a Wild Hunt one might be interesting because they could use the dimension hopping to show some really crazy shit and it could even be a gameplay mechanic - the way you sync the navigator would affect the world you're going to visit so you could deliberately fuck it up if you want a bigger challenge.