So.. with Valkira Chronicles in the OP it appears you are counting SRPGs.
Honestly, even though it's a BIIIG stretch I'd have to go with Borderlands... which is saying something considering how much more I tend to favor RPGs in general over shooters.
Reason being... it was fun... and somewhat unique. The story was god awful, but the leveling up was the most fun i've had in a game for in a while.
Fire Emblem comes to a close second. Tried and true gameplay and a great story.
Valkria Chronicles is up there but... the characters all leveling up together hurt it from a gameplay perspective in my eyes...
While the wide varied characterization of the empire hurt it in a lot of ways. It seems like they both play the "Empire are evil bastards card" and the "The empire is just like us" card... to varying effects and it just conflicts.
On the one hand the troops are supposed to be hesitant, yet on the other... they're shooting down peasants... which offers no tactical advantage and holds no point.
While as was mentioned in the OP via example... the holocaust tip-toeing was kinda bothersome. They made an analog yet one that didn't come off particularly strong or powerful. It was nice to see Rosie's development, but outside of that... they didn't really do enough with it.
The game had a lot of strengths... like how it handled gay characters and such... but also a lot of weaknesses.
