By the end of Mass Effect 3, the story is so big in scale, it's almost unbelievable, even for a video game, that one man (or woman, hey FemShep) could possibly solve the problems at hand. In a reverse way by having such a small cast fighting such a big fight, it made me feel as though the universe was actually underpopulated. And that goes for most games that involve destinies or saving the world. Infamous and it's sequel have you traveling through what is essentially and empty city husk. Even the side missions feel empty. Rather than being given to you by side characters, they're faceless, nameless NPC's.
I think the problem with these games is that in striving to give you such a huge spectacle, they lose personal stories. Aside from the main character, usually a generic, brown haired, white, thirty year old with a gravelly voice, the worlds feel comparatively empty. Even ones as big as Skyrim's. I think these major games should focus on smaller stories. Interpersonal conflicts. The Dark Knight was a massive movie, in scope and success, and the climax of that movie involves the Joker, some dogs, and two boats. No doomsday device. No saving the world. No chosen hero following destiny.
Game of Thrones shows the perfect roadmap. The consequences in Game of Thrones, both the TV and book series, are no doubt massive as entire nations go to war, but the inciting incident is usually quite small. Two families quarreling. One guy had a son out of wedlock, someone breaks a vow, one person is executed. Small struggles involving select groups of people that ripple outward as the repercussions suck everyone in. But rather than having a main villain be a cackling stereotype who wants to destroy the world for no real reason, or an omnipotent dragon, or an alien race who wants to wipe out humanity just because, have the villain be a person. Just a guy with a goal. A three dimensional, non cliche, whose goal runs contrary to the hero, thus causing the conflict of the story.
There's no reason to default to world destruction. Not every villain has to be evil. The lives of every human don't need to hang in the balance. By going smaller in scope, you can tell a great emotional story. Max Payne isn't saving the world. And the villains aren't looking to destroy it. And at times, you wonder if Max is even doing the right thing. Shades of grey, you see. Those are good.