Well, that's because novels are *primarily* about a story, whereas games are at their core a rule system with achievable goals or interesting things to do. They don't need story at all. (Tetris, and other puzzle games, no story, many other genres have a similar lack, but do not suffer from it). I like a good story a great deal (RPG's are on of my favorite genres..), but again, depending on the purpose of the game, its not necessary. A shooter type game does not require as much story, certainly, although it generally does help to provide some context for ones actions in order to make the objectives one is achieving more meaningful. Within this context, the "everyman" character makes sense, he is a blank space the player inhibits as the story unfolds around his, his lack of a differentiated personhood serves an attempt to make the game a "1st person" experience, as opposed to being in the position of a semi-omniscient third person controller of the characters, and it works because the player is controlling the silent Everyman.
In short, it's a mode of storytelling that only works within the medium of a game, and while it's valid not to enjoy that mode of storytelling, criticizing it by pointing out that it wouldn't work in a different context is to miss the point.