I too get tired of the emphasis on "cool" characters rather than making interesting, varied characters.
However, some of the responses to your point are right on. Video games are heavily shaped by identification with the main character. Halo and Half-life are prime examples of one way to solve the issue: by having the main character alone most of the time and silent always. That way, the player of the game assumes that the character IS them. They do not have to listen to the terrible quality voice acting that goes into some games and think "Why am I such a whiny loser? Just shut up and keep moving!"
I don't think there's an easy solution to this: players want to identify with the main character. They want to see their own personality (or their internal opinion of their personality) reflected in the character. Mostly, they want positive qualities to shine through: bravery, coolness, loyalty, strength, intelligence, and the list goes on. Any undesireable qualities (fear, stupidity, weakness, etc.) immediately create a break between player and avatar, which damages immersion.
Since a large percentage of the action video game audience skews male and young, the characters are often meant to appeal to people going through a difficult period. Teenagers mostly want to feel more secure, more cool, more justified, and have little interest in a character who experiences complex moral dilemmas.
With a more open ended game, choices can be left to the user, but these games typically do not have strong and interesting plots. There are exceptions to this, of course, but they are rare.
With linear gameplay, any decision that the avatar chooses causes a potential break from immersion. I.e., a coup has just started in the kingdom I am a knight in, do I value my loyalty more or do I see this as an opportunity to gain more power quickly by supporting the revolution? Well, in a linear story, the writers have to pick one ahead of time, and this might just annoy some or all of the audience.
If I'm a game designer, I'm going to make every decision in a linear story with the intention of it making sense to the majority of my audience, even if that forces things like moral ambiguity or nuanced character development under the surface.
