Copra has a great point on Warhammer:
the characters are soldiers fighting for their faction. And this is where it becomes a different bowl of porridge. The players assume their role as warriors for a cause, and are not in fact expecting to be the heroes or the protagonists of the great storyline.
I criticized The Lord of the Rings Online™ Volume 1: Shadows of Angmar™ for this. I stand by that, but I like what Warhammer is doing. Warhammer does not create the expectation that you are The Hero of The Realm. You are one of many. You do not solve problems; you beat back the enemy for a while. There is not an epic story going on, one that logically has a beginning, middle, and end. There is endless war, and you are taking part in it. It does not declare itself the most epic fantasy ever and then force you to watch instead of being the protagonist.
Would you rather come over for soda and board games, or be told that I am having the greatest party ever so could you please come over afterwards and help clean up?
Of course, the eternal, meaningless war with no victory leads to its own problems of “this does not matter.” But I notice that I keep saving the city and the problem never goes away.