Warcraft: I liked the lore of the Horde. How they were seperate Orc clans on another world that were manipulated and tempted into forming an authoritarian regime and turning on their peaceful Draenei neighbors, destroyed their world, conjured a portal to invade more worlds, devestated humanity and then lost and were put into concentration camps, and then suffered an identity crisis as the oldtimers struggle to explain to the next generation WTF went wrong and what being an "honorable" orc even is if all of the oldtimers are mass murderers. Grommash being ashamed to have lived to old age and not living up to the paragon of honor he leads the kids on into thinking he is. You have these kids who are being fed stories about how honorable the Orcs were before the Horde, but weren't there to witness it, and are groping in the dark trying to live up to some vague idea of honor. Thrall trying to build a new orc nation modelled after the human kingdoms he grew up in. Garrosh trying to become like his father Grommash, who everyone reveres but was too ashamed to admit was wrong. You have cultural cognitive dissonance where they are simultaneously stronger than those puny weaklings, but keep having to resort to perfidy and surprise attacks to get a headstart in their wars, only to lose every war. Very interesting. BLOOD AND THUNDER! FOR THE HORDE!
There is some neat other pieces of worldbuilding in there, like humans/dwarves/gnomes originally being made of stone, but were afflicted by the curse of flesh and degenerated into humans as we know them today. Deathwing's betrayal of the other four Dragonflights during the War of the Ancients. Y'shaarj being killed in the backstory but with his dying breath cursing Pandaria and unleashing the Seven Sha upon the land to haunt the people. The 2016 retcon of planets having "world souls" inside them that hatch into Titans. Etc.
Final Fantasy: the franchise's general idea of a "lifestream" where all beings die and dissolve into mako/souls/pyreflies/whatever and then cycle back through into the lifestream and reincarnate - but can also be used as fuel is interesting and unique, albeit horrifying. Whenever the series tries to present accepting death only to become fuel for grandma's toaster or reincarnate as a rabbit as a good thing, I find it rather bleak. I like a lot of the franchise's factions and jobs, but that isn't really the same thing as deep lore.
I think the bad guys of FF9 and FF14 being survivors of an ancient civilization, trying to save their race after it was wiped out by a lifestream disaster to be captivating. The world of FF10 revolving around Summoners was interesting.
Trails of Cold Steel: I liked the plot that revolves around how there was one super magical power, the Great One, that was seperated into seven magical robots that are now slaying and absorbing each other to reform back into the one. I also liked how Guild Wars 2 did the same thing with the Six Elder Dragons, but I thought that the robot Highland plot making spooky faustian bargains with their pilots was cooler. I also thought that the general late Renaissance/early modern setting was unique for the JRPG genre, with the recent rise of "the state" supplanting all other powers, and modern technology like orbments and airships were threatening to wipe out the warrior class of martial artists and swordsmen. Sadly this idea was dropped later on into the series.
I also liked that the not-Prussian empire was the protagonist of the Cold Steel games, and there were multiple different competing factions within it. The empire (especially German) is almost always an unsympathetic villain faction in fiction. Early Trails was also interesting for throwing shade at the USA stand in, how it is just as much of an expansionistic superpower that tramples people underfoot even if they doesn't use overt force and pretend they're the good guys. FOR EREBONIA! DOWN WITH THE REPUBLIC!
