All of the above, but what really yanked my chain was the awesome space setting. Walking around a derelict space station, the feeling of mystery, exploration, discovery, never home, never anywhere familiar, always lost in the great unknown, this hopeless lost guy trying to make sense of the world and find his place and never succeeding.
Roger entering cryosleep and drifting off into a completely uncertain future at the end of SQ2 was sheer poetry. One of the best endings of any game ever.
And then waking up crashed into a derelict garbage dump floating out in space in SQ3 (or somesuch - I need to replay these asap), one of the best beginnings ever.