Have you played Life is Strange? It made me feel exactly the same way you felt with The Last of Us!! The ending (both of them) made me feel a lot of emotions... "Why..? just why?". also The Walking Dead made me feel like that too~

What you said about SKYRIM, while I don't disagree, I know how hard to make a game this open and with these many possibilities and make many characters react to all of these possibilities..... I think they need to add more depth to the characters but I understand if they didn't.... it's not only a matter of programming... it's a matter of Budget!!