The attachment we form with characters, concepts, ideas and ideals is much stronger when we experience them in the first person .

Though failing to utilise this correctly will result in the intended emotional impact being heavily blunted or completely nullified:
Contrast killing of certain enemies via interactive cutscenes in Last of us 2 with killing certain enemies in Metro 2033 and Halo 3: ODST.
In the former, there is no element of player choice ("the game made me do it") which fails to invoke the intended feeling ("...what have I done?!") which is invoked in the latter by giving true agency to the player to avoid performing these actions, but framing these actions in a way that makes them seem necessary or justified at the time.

The use of music to build atmosphere is too often overlooked in games.
Zeno Clash, Remember Me and Sanctum 2 would not be nearly as amazing as they are without their excellent use of music to bring the player into their world.
Zeno Clash 's "Land of Zenozoik" is a fascinating and alien song that draws the listener into the bizarre world.
Remember Me 's mixing of orchestral and digital instruments. Fragments is haunting.My only criticism of "Memory Reconstruction" for is it becomes coherent slightly too quickly, the distortions and errors should have lingered longer imo.
Sanctum 2's "Crisis Management" is an incredibly distracting track for someone trying to plan strategically while their adrenaline is pumping from a near-loss. And the main theme hits a little different after winning the game.

other auditory experience-enhancing effects I absolutely love "dynamic" music in games, where the music reacts in some manner to your game-play. Gunpoint has two versions of each track playing simultaneously which it switches between when you bring up the hacking menu: a regular brass and strings jazzy noir version, and a more techno cyberpunk version with synthesised electronic beats. Payday 2 is an amazing music visualiser with enemy spawns and the ebb-and-flow of the fighting linked to the soundtrack although balance changes over time have had a significant negative impact on this by ludicrously increasing wave sizes and drastically shortening the gap between them. Without ebb, how can there possibly be flow? Without that feeling the game is a hollow shell of its former self, forcing players to resort to mods to recreate the feeling that hooked them in the first place.

Asymmetric storytelling
Please play Pathologic, you will loathe every second of it but it does this extremely well
In Skullgirls, the differences in storyline of Peacock (where her reckless nature and self-confidence prevent her from falling victim to greed) vs Big Band (where flaws in these same strengths can be a weakness, with her initially refusing help when facing an overwhelming foe).

The showcased achievements are chosen for the interesting story/emotions/lessons that arose (regardless of author intent). Especially if I feel these were exhibited more strongly or in a clearer way than could have been explored through other mediums such as books or films.

(We can't leave anyone out) Was the tale of some foolhardy heroes out of their depth taking on a numerically superior foe... of an overwhelmed police force barely managing to escape with their lives after their backup got themselves killed. Their "cavalry" were more Light Brigade than Winged Hussars I made some tactical blunders early on and decided to live with my mistakes instead of restarting like a coward, which made for a tenser and more interesting story .