Good point about the Characters - I guess it's when you invest in them to some degree that things can get emotional. I recently played To the Moon, and it was all about the characters and their flaws. Very moving and sad too.
Edit: mass effect 3 spoilers
Interesting then that I wasn't invested in Commander Shepard at all. I guess Bioware were making that character 'yours', so they didn't really elaborate on the background too much, while almost the entire game was about all the other minor characters. Daft racist Ashley and the fish guy with the terminal disease. I spent half the game looking for that pipe for Engineering because I thought without it a vent would blow and those three extremely minor characters would die.