I'm fairly sure it is. People rave about Westworld, and I've seen some say Legion is deliberately obfuscatory, but I'd switch those two descriptors. Westworld appears to be dragging out a fairly thin story over as much ground as it can. Legion is giving us a depiction of characters who are real people with realistic ambiguity stuck in situations that have no clear exit.
David is a homeless street crazy, a coffee boy fuck-up, a quietly insane officer worker, a sedated warehouse flunky, a crazed billionaire, and he hurts people with his powers every single time. It's not a depiction I can remember seeing elsewhere when it comes to superhero shows specifically, and depictions of characters who use hugely destructive non-super powers in ways that express their uncertain morality are also very rare. How many times have you seen Superman tear a human being apart? David casually or negligently exercises power, and this is something you almost never see without their being stern moralistic warnings attached in other works. The only version (that I remember) where he is happy is the 2.3 kids David, where he's not using his power at all.
Now is David doing so, in those versions, because he's afflicted with the Shadow King (arguably at least one of them), or because of mental illness, or simply because his power has corrupted him? Is he actually in control in those versions, or are the others around him in control of him (his sister, Farouk).
The show resists simple answers ("Love won't save us."), it doesn't layer on exposition to explain everything to you, its style is impeccable, the nature of the characters and their relationships is unusual and never simple, there is no clear 'good' and 'bad' given the closest thing the show has to a supervillain is a mirror image of David, and he isn't a hero. It shows real, painful loss, it depicts mental health issues in ways that are neither demonising nor patronising, and it doesn't rely on superpowers to resolve every conflict. It's among the very best stuff on telly, and it uses simple colour coding and clear explanations to help you follow what at first appears to be a complex narrative. Instead of flipping between superhero/supervillain, David appears to be an actual human.