Gameplay vs. Lore
It's like watching a movie about World War II versus reading, say, a history text. I want the movie to be about World War II, to have the trappings and tropes of that, but I don't necessarily want the movie bloated into a miniseries just to include as many interesting facts about World War II as possible.
Warhammer 40k is an instructive example, as I just watched Ultramarines, which I can recommend to anyone who likes the setting, but not to anyone else. It was, I felt, very clearly set in that setting, and those involved clearly drew from a massive quantity of information about it, but little to none of it was explained in the movie. And that worked just fine, for me. When I wanted more information, I googled it. I think, as a stand-alone movie, it could work for most people, though they'd have to get past the fact that it's not a particularly great movie.
This can go wrong, as with, for instance the latest Tron movie, which doesn't make best sense unless the viewer has kept up with all of the additional promotional material which spoke to the backstory. At least for me, the lack of that knowledge, and the attempt to shoe-horn references to in into the movie, made the experience less coherent.
So, in terms of games, I prefer it when I can look at a game and tell that it's "that game" with a specific setting, and I like it when games I'm in are at least a little bit set apart by the uniqueness of the characters and the particular elements of the setting being used. But I don't like it when I have to read a book about someone's character or the setting just to play the game. If I know about the character or the setting because I've already read about them (such as a Star Wars game that assumes I know who Vader is and why there's a Rebellion) then I'm probably fine, but otherwise it's better for all involved if I avoid the game.