Most people do find UDs to be the best.
If we just go by opportunity cost, almost every UD is a strict improvement over whatever it replaces. So not only is it half cost, but since you were going to build it anyways you are getting a straight bonus. Look at a seowon. You were already going to build a campus. The seowon is giving you free science just for building it plus it buffs the adjacent tiles. That's up to +10 free yield plus half cost for something you were going to do anyways. If I proposed a civ ability that was "+10 yield in all cities" you would say i'm a madman, but that's what a seowon really is.
Buildings are a similar logic, although for some reason the great majority of buildings are quite milquetoast compared to unique district effects. Except the Maori Marae, which is mind-meltingly good.
Improvements are a problem because any improvement except the kampung replaces something you would have put there, and this is usually a farm or mine, which are very high yield improvements. Why would you sacrifice a mine tile to build a sphinx when you already have holy site spam for all your faith needs? Etc. Ziggurats offer something you really can't get elsewhere early on (uber free science+culture) and terrace farms and outback stations have wild yields - making them superior to the farms and mines they replace. Outbacks in particular can go on the desert, where you would otherwise have empty space. Kampungs don't replace anything, they are just free turbo yield that coastal cities otherwise struggle with (prod and housing.) That's why those improvements are so good - either you are just getting more for free (outback, terrace) or the alternative is to simply not have anything (outback on desert, Kampung) or it's Sumerian and thus OP (ziggurat.)
This same reasoning is also why the Brazilian UDs aren't so hot. Sure, you get an extra amenity for building them, but the unique project requires you to not build other stuff. Usually you'd rather build other stuff.
Let's not forget that on release UDs used to not even take a district slot - they changed that real quick!