The Witcher was weird to me since at the end of the books, Geralt died with his sorceress love who was trying to heal him. The game doesn't really do anything to explain Geralt's return either, beyond throwing around the word 'destiny' on various occasions.
KOTOR 2 makes sense mainly because you start as a Jedi who soon re-establishes his/her connexion to the Force and gradually becomes more powerful as the game progresses.
Morrowind makes sense, too, since the first Quest PC basically tells you to buzz off and join a Guild, or free-roam, basically do anything to become stronger and be able to tackle the slings & arrows that lie ahead.
Compared to this, Oblivion didn't make any sense whatsoever gameplay & storywise, what with the auto-levelling removing any incentive to become stronger, and giving one the impression one is some kind of 'superhero' that just happened to be previously imprisoned. Roaming around exploring dungeons feels very peculiar when the hordes of Oblivion are apparently invading Tamriel - yet the game never gives you a feel of urgency unlike Morrowind, where NPCs all over Vvardenfell will comment about 'soul sickness' and other strange behaviour if you talk to them.
All in all, FO3 was a huge step-up compared to Oblivion and much closer to Morrowind.