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.