It made sense, initially. There wasn't the memory - or the budgets - for much narrative beyond, "You are the ultimate good guy fighting the ultimate bad guy. Now please enjoy 20 levels of platforms and jumping puzzles." However, as the games industry evolved, chasing the graphical rainbow, its ethics remain firmly rooted in an adolescent nihilism, a depressing action movie world where only one man can stop him, and everyone else is an unthinking automaton your avatar can use and abuse as it amuses him.
Consider the average game protagonist; when he's not a lovingly rendered stand-in for the artist's fantasies, he's a misunderstood superman with world-changing power. Alternately, there's the torn teenager with daddy issues lugging around an oversized sword. While most game heroes might be 35-year-old men with muscles big enough to crush walnuts, from a philosophical standpoint, they're black-clad teenagers flipping ostentatiously through a copy of The Fountainhead, hoping someone asks them about it. A protagonist's good qualities usually come down to: "Can carry approximately 140 different types of high-powered machine gun without breaking a sweat."
This hero strides a wasteland, a strange world where a teenager or a government commando is the only person with a brain or willpower, and where the entire world is against him. Parents are lovable oafs urging you to put on a sweater before you go off to fight evil, kidnapping-prone plot devices, or dead. The dead parent is the way you make an RPG deep, unless you're going to pull a "Luke, I am your father," before he takes on his ultimate giant lizard form for the thrilling finale. Governments either conspire against you (Deus Ex, Half-Life), are outright tools of evil manipulated by the evil bad guy (Final Fantasy IV), or they're paralyzed, distant and/or useless, as is the case with every small town plagued by monsters that's forced to hire a ragtag band of wandering mercenaries to clean up the spooky old cave outside town.
Hoping for help from your passel of friends and sidekicks? Of course, they're useless, caught strafing into a wall or needing more micromanagement than a 3-year-old, and that's assuming they aren't planning to betray you or sell you out to the bad guys. Be it Kain's constant betrayals in Final Fantasy IV or the Marines in Halo, sidekicks are somewhere between outright sellouts and useless cannon fodder. I felt no compunction about gunning down my fellow Marines in Halo and taking their ammo. Why should I? All their cohorts did was make remarks about my sanity. It's not like they were going to desert, and even if they did, I'd just gun them down and take their ammo. I didn't face the prospect of an in-game fragging, the way a crazy officer in the real world might.
Turning to religion is equally futile. When the gods aren't non-existent - and they usually are - they're working against you, as in God of War or even Kid Icarus. Maybe the church can provide you some solace in these dark times? Well, that's assuming it's not literally full of evil, as in Diablo Mark One, or figuratively conspiring to do evil to you, as in Final Fantasy Tactics. Maybe they'll help you get back on your feet with a resurrection, but odds are, they will charge handsomely for it. Spiritual release is likely to be in the form of God ditching you for your behavior, as in the finale of Messiah, rather than anything comforting.