It's probably because they're the stories where the protagonists -- an exhausted spy and devirgined teenager -- seem the most real. At the very least, they're in the most "real" situations. After all, previous stories in this book involved a guy climbing the enormous pyramid that Miracleman built seeking him to grant a wish and babies genetically engineered to be superhuman. But, here, the spy realizes that she doesn't want to be part of the game anymore and the teenager recounts his past to his lover. The spy eventually learns from the ghost of Evelyn Cream that all spies were segregated in their own world -- called the City -- because the Miraclepeople couldn't get them to adapt to the new "happy" world. The teenager tells his lover that he had been sent to his aunt's house outside London during the attack; Kid Miracleman killed all his friends (and presumably mother). You can tell that his relationship with this woman -- established through Miraclewoman's program -- gives him the first hint of life that he's felt in a while.
These stories are so effective because Gaiman's builds to the connection to Miracleman; for a while, they just seem like "normal" people, since they seem to exist in the pre-Miracleman world. For the first time, I think, it allows the reader to put himself in the character's shoes. It's hard to imagine what it would be like ascending Olympus, but it's easier to put yourself in bed with a lover feeling confessional. As the introductory comments to the second story say, we worry about the bomb, but we don't worry about Superman taking over the world. Gaiman uses this issue to show us why it would be so shocking if it actually happened.
**** (four of five stars)