The big differences are that JRPGs have interesting characters and try to tell interesting stories while most Western RPGs from Wizardry and Might and Magic ( and other than Bioware's which have their own problems stemming from the use of the dialogue trees and pick your own path storylines, but do feature actual characters or the Ultima and SSI D & D games from the Golden Age of PC gaming which were true classics) to games like Morrowind, etc, trap you in first-person, maze crawling dungeons that usually have no point and no real stories and you create your own character. They are like FPS games slowed down so that you use stats instead of shooting, and they are much more tedious and headache inducing than FPS games.
With all due respect, JRPG's have the worst stories ever created and the absolute worst characterization of any genre on earth. I cant think of any JRPG with a "good" story, although some are entertaining but none had a good or even compelling story or dialog. FF series is a running joke especially FFVII which I did play twice because I liked the game but not for the crap story. I see JRPG's as being the same boat as pop music. Everyone seemed to love them back in middle and high school but once they played a few they got old really quick and people had to move on.
For the record, Morrowind has one of the best stories in RPG history but it is not spoon-fed to you. You actually have to uncover the story by investigating and exploring. Other modern (dont want to call them western) types include Kotor which pretty much blows away any JRPG in history in almost every way, Baldurs Gate which you mention is also leagues ahead of JRPG's, the Fallout series, Vampire the Masqurade, Fable, Planescape, Witcher, Gothic, etc. All those games are better than any JRPG I have ever played and I have well over 50 JRPG's sitting in my storage shelf.
That's the biggest BS I ever heard. I am not trying to offend you so if I did, I apoligize. Sonic and a ton of other games have way worse stories and characterizations.
I played FFVI (III) in 1994 when I was in college and thought it was amazing and the best game I had ever seen that wasn't one of Roberta Williams' King's Quest games. There is plenty of memorable dialogue in that game. Just to name one the opera scene and the music in that scene instantly comes to mind.