i thought the atmosphere was great, in large part due to the soundtrack. honestly, the soundtrack was my favorite part of the game. i still listen to it every now and again.
Trent Reznor makes great soundtracks. Natural Born Killers is incredible.
I seem to recall running into the odd album that was done up in a similar way to bundle images and such for fans.
Found the Wikipedia article on it btw, Mixed Mode CD: https://en.wikipedia.org/wiki/Mixed_Mode_CD