I think RDR2 and Shadowbringers have great stories.
With a lot of RPGs I feel the overall story is somewhat weak but they have great character moments and have a lot of quests with good stories, but if you were to try and make a movie or book or show out of them they would fall a bit short. That's ok because video games can offer a far better experience. I could watch a RDR2 movie and get a pretty similar experience. I don't think I could watch a DA:O or ME movie and ever be happy with the result. Tho the prequel book for ME with Anderson is pretty great.
FFXIV could actually pull off being a show, but you'd lose that personal connection with the WoL, your avatar.