Not that Final Fantasy Tactics has a horrible story. However it's not quite the same as being part of an ethnic minority that's been enslaved and forced to work in death camps, and being given the chance of leading a political revolution to save your people but in doing so possibily having to do the unthinkable.
It had 3 different paths you could take, and even if you took what most would see as the "evil" route they always treated you as the heroes at some point.
Not to mention having to deal with your nation just being a pawn between two larger countries who are at a standoff. As far as games go Tactics Ogre: Let us Cling Together is probably the best game that tackles the old "Do the ends justify the means" Storyline wise in my opinion. The best part about it that they don't tell you if the ends justify the means. You tell them. By the way you play.
I haven't seen a strategy RPG with nearly the amount of story this one has, and i've pretty much played them all.
