In Fallout 3 there was the Tenpenny Tower Quest....one of the best things they did in FO3. In NV, there was the Star Bottlecap Quest....which gives you something to think about at the end....and your decision regarding Vault 34. So I'd say Fallout is better than many RPGs when it comes to that.
Boiware for instance. Even if you go full Renegade in Mass Effect....let the Council die so the Alliance can basically usurp Control of Council Space, genocide anywhere from one to three different sentient species, doom a fourth to a lingering demise, and other things that basically prove all the fears the Council Races had about humans to be completely true.....Shepard can still get them to help Earth in ME3. I would think they would be more likely to gang up on the Alliance well before the Reaper attack in ME3....or at least finish them off once the Reapers attack Earth. If Boiware had any sack...they would have made it so if you did enough Renegade moves in the series, you had no possibility of stopping the Reapers whatsoever. They should have stripped out the whole thing with the Invisible Space Brat and have the endgame with the Crucible firing result automatically in an ending based on what you had done across the series. Screw over the aliens at the expense of Earth every chance you got? The Crucible either doesn't work or once the Reapers are gone they turn on the Alliance and conquer or exterminate the remaining humans. Screw over everybody for lulz? It turns out you were Indoctrinated and were the Reaper's chosen tool to bring down resistance to the Harvest all along...your "reward" is being turned into goo to help make the Reaper commissioned to mark their Triumph in the umpteenth Cycle. You want the heroic ending where everybody hangs together and wins against all odds ala Shakespeare's Henry V? Then you had to do the hard work of patiently assembling the markers..across three games...that you will ultimately cash in to bring about the victory that will make your Shepard the greatest Legend in all recorded history.