It's a shorthand for "Bad shit happened, time for <insert game here>".
It can be done well, it can be done poorly. It's simply a framing device. Heck, you could remove all guns from military shooters and replace them with soapy bubbles which you blow at amorphous blobs to make the blobs transform into flowers. It'd be confusing, but it'd still be fundamentally shooting target to apply an effect. But framing it as guns and terrorists is a shorthand to allow the audience to understand immediately: "Take this, shoot that." The crazy bubbles and blob-flower setup is surreal and confusing, the military shooter is not.
With respect to the dead girlfriend/wife thing, it's just setting up the conflict for the player. Good games will do a better job of making you give a damn when they run a giant sword through your love interest and set them afloat on an underground river. Other games will screw it up and leave you unsatisfied. It's a matter of execution, the dead love interest will continue to be a plot driving mechanic for centuries since it's so simple to grasp.
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