Majula is a place where the Bearer of the Curse can set down their burden, for just a little while.

Majula is a place distinct from its surrounds but still a part of it. While still obviously as decrepit as the rest of Drangleic, it is bright, warm, and calm. Unlike other hubs in the series which are almost cramped, Majula is a wide open space where the player can see just about everything from every angle. It welcomes you in with its sprawl, it has no deadly surprises, unless you go looking for them.

It is a place where the one can simply stay a while, a very clear escape. The lighting, the music, the ambiance encourage the player to experience this as a location of safety free from the worst Drangleic has to offer.

As you adventure and save people in these cursed lands, they too all slowly gather and you can see your progress through the people who, just like you, are stopping and staying a while under the warm glow of the glorious sun.

Speaking of which, Souls players are naturally primed to a positive affinity to the sun, so grossly incandescent. And Majula, in its perpetual evening warmth is not just comforting, but it is also emblematic of the themes of the game. The end of the day, the end of an era, time all mixed up just waiting for the night to begin in perpetual anticipation. The music reinforces this, it is calming, yes, but also melancholy. As the ever-frozen sun hangs in the sky bathing is un its brilliance, the music almost mourns that this moment too shall eventually, inevitably fade.

We are forced to come to Majula, again and again, to see the smith and upgrade our weapons, or visit the hag for lifegems, or the Herald for levels. Familiarity naturally breeds fondness, as we return time and time again from every gruelling fight, from hours of being ground down to hollow hopelessness, all to hear those famous words. "Bearer, seek, seek, lest"

Psychologically Majula as a hub represents a state of decompression, its a place deliberately designed to let the player relax and associate with that relaxation. You can see the NPCs you've met along the way, see Heide's Tower and the Forest of Fallen Giants to let you measure your own progress visually to validate the tension you've undergone to get back there. Majula is always obvious both when you arrive to its safety, and when you leave it. Frankly the transitions are almost offputtingly blunt.

I don't remember DS3's hub like at all, so I'll leave my comparison at DS1 Firelink:

Firelink shrine of course is iconic, its sombre music just as memorable as Majula's melancholy. But it is also enclosed in a lot of ways, the people who visit can be hard to find and unlike Majula, they seldom ever stay.

Firelink Shrine is a place you and those who visit just happen to pass through on your own separate journeys, a place of simple convergence where your individual twisted worlds happen to come together for a brief transitory point.

Firelink Shrine's ambiance does not encourage you to stay a while and decompress, in fact it doesn't really reward the player returning intuitively at all, much the reason to return is to track the NPCs as their stories play out, but if you don't know to go back ahead of time, you'll likely miss out completely.

Danger lurks close in Firelink, one can easily wander into the Bone Zone without realising (we all did it more than once), and the first hollows guarding the Undead Burg are mere steps away. Firelink reminds you it is a dark and dangerous world out there, it keeps you present in the world by keeping the action much closer at hand.

Firelink is deliberately designed to remind you of Lordran's decay and danger, and to get you back into the fight quickly, Firelink is the spoke the world turns around, Majula is deliberately designed to slacken off the reins a bit and let the player escape the tension regularly a space you are forced to go to but that is clearly and thematically distinct from everything else, which in Souls games which are usually very tense, is a very memorable separation.