The problem with MMORPGs, is that the roleplaying you say exists in there, is only because users make it. You can do that in any online game, heck, you can do that in Second Life. And I keep using this as an example because I keep coming across people who mock people who play it because it's "not even a video game". If anything, MMORPGs are lagging far, far behind wRPGs in most regards, being restricted to one of the most boring staples of the RPG, leveling. I would personally call Chrono Cross a superior RPG to all MMORPGs, and it doesn't have any grinding whatsoever. And yet this is pretty much all MMORPGs have. MMORPGs missed the point. And the fact that users have to start roleplaying Guilds to even feel like they're playing an RPG, shows that.
It's also possible to play Oblivion online I have heard. And that means, you can invite people to your Blackthorne castle, throw loads of food on the table. And eat it.
I do like jRPGs more. Because I do love my Tales of game plot twists. You can always expect an interesting plot development out of a Tales of game. I also like Japanese design aesthetics, I'm a sucker for big eyes, small mouths, and round faces. And I like the general character interaction in jRPGs. jRPGs are never lonely.
But I will say one thing about wRPGs of the sandbox variety like Elder Scrolls. One thing that frustrates me in jRPGs and is one area in wRPGs that's superior. You can explore everywhere that you can go. And you can at least hold a half decent conversation with everyone. I may not like the voice acting in Oblivion, and I may think that the facial designs are some of the worst, in all of video gaming history(seriously, most PlayStation games had better facial designs, it's disgraceful), but I will say that the places don't limit you. You can go in almost every building, almost every NPC has more than one line to say, and you can interact in some way with almost every object.
Neither most jRPGs or MMORPGs have this. Tales of Vesperia is my most favourite game for the XBOX 360. And I like it a heck of a lot more than Oblivion. But I have to say, it feels sad when I can only explore a tiny portion of towns. I'm always longing for a bigger exploration. You know that the towns are bigger than the areas they allow you to explore. But still, in a jRPG, I always want just one more thing to do. And the towns always start off looking big, overwhelmingly so, but before too long you've explored the entire town and talked to everybody several times. And the amount of objects you can interact with is a lot less than Oblivion.
I know it's hard for developers to do. But I want to be able to talk to every citizen and explore nearly every building. In most jRPGs and MMORPGs, or rather, more RPGs period, the amount of doors you're allowed to go through, is very limited. And I mean, who hasn't wanted to walk through the entirely of Midgar and talk to 300,000+ citizens? I know I have.
I excuse it because I know it's hard and it's a tradeoff people often have to make. Tales of is good for plot twists. Tales has consistently good stories. And is like playing a fantasy anime, with it's anime characters, colourful areas, and funny, quirky, endearing character interaction. Tales of is good for making you feel like you like you have anime friends, like guessing how such a quite and humble beginnings will turn into such an epic adventure as Tales always does, and for having the best, not boring battle system that ever existed in an RPG. Because I know that Bandai Namco would rather spend that time thinking up a story or making amusing character interaction, which is what we all buy Tales of for, the characters. But I know it's lacking in some ways.
But back to MMORPGs. No, MMORPGs are not better at roleplaying. If anything, they're the least RPG of all the RPG genres. RPG != grinding. It does absolutely not. Neither does Dungeon Crawling make an RPG. What MMORPGs need, is the core mechanic not being based around HP, MP, and the like. But how you avatar interacts with the characters of the land. Giving you constant meaningful choices. Persona 4 may be pretty linear, but it tends to give you a fair amount of fairly meaningful choices. MMORPGs do not give you any meaningful choices.