I am not sure how it could only taste rye whiskey to the imbiber. The orange peel alone adds a lot of flavor, amping the dried citrus essence component of the Montenegro. The amaro brings along floral notes (rose petal, lavender?) that along with the wormwood of the vermouth carry into an extended, moderately bitter finish. The wine of the vermouth ends up pushed into the background, but provides body. Montenegro isn't a go-to amaro for me, but my impression is that it provides something distinctive here.