I think there are certain problems tied to the contemporary social reality that the series inform about implicitly. Such as how it is a mass consumption society and these values (about opulence, vanity, ostentation, disposibility, materialism, etc.) are now predominating and renegotiating more traditional values. I think it is sad that in K-drama the lead male characters are usually pumped with opulence, as if it is an element that adds to their real value.
This series both deconstructs and at the same time reproduces it.
Anyway, it could have been done more elegantly, for instance by being more careful about the costumes of the lead male character. At the beginning he had a style, which was cool, to be completely destroyed later on. White turtleneck sweaters, florescent red jackets or kitsch suits that make him look silly. Also his character should have been developed further. Obsessing him with alcohol is evidently not enough, he should have other interests/preoccupations. Fortunately, the actor brightly builds a persona in spite of these flaws.
The other issue is the special effects. They could have been more creative and come up with metaphorical representations rather than trying to show off with really badly done ridiculous digital effects. It is not a problem of budget or technique, but of laziness and pretension. Seriously, there are million ways to represent a dragon.
The action/fight scenes should have been better worked as well, they could have add more value to the series.
Another problem is the soundtrack. I understand they wanted to use popular Korean music, but it could be so much better with a little bit more attention. There were some good ones, such as the song of the punished goddess. But overall it makes me think they just didn't want to pay a professional for a more intentional and fitting soundtrack.
Also it could have focus more on the main characters and their story. Sometimes side stories were boring and characters were annoying instead of being "funny".
While with a little bit more reflexivity it was possible to improve it to a great extent, overall, it was good enough to leavs you with emotions, difficult to forget.