In Baldur's Gate II, there were no immersion issues created by the main quest. You weren't there to save the world, and no one cared about you. It made the world seem much larger, when in fact it was a lot smaller than those of many modern RPGs, especially the TES series games. Sure there were some quest lines that involved you saving this town, or that person (generally there was also an evil route that involved doing the opposite), but in general you were a small fish in a big, deep pond. The world was doing its own thing, you were just a part of it.
Fallout: New Vegas is great for this too.
First part of the main quest is about you and Benny, not about the world or any force that is going to destroy it.
Then after reaching him you get more options that all makes sense.
Caesar doesn't really "need" you, he just admires your determination and decides to give you a shot, but he never really "needed" the Courier.
NCR on the other hand are fearful of what House has in store and want you to come work for them once they figure out you have the chip. But they're not gonna advertise how capable you are as that'd make them look bad.
House is who you're suppose to return the Chip to, with Victor and his meet and greet right at the gate he wants you to come work for him, but he also says that he could at any moment just storm The Tops for the platinum chip, but he'd prefer not to.
And Yes Man... Is evil.
Anyway, none of these are going to throw the player up on a pedistal as "oh you are so important to everything around here!"
No, none of them actually "need" you and none of them are gonna give you any special treatment, unless you get your reputation up with them.
I love New Vegas for this reason. I am not that important. I'm just a pawn to be moved around by the major players.
And ultimately I have 6 endings.
I can go with House, for comfort and luxury.
I can go with NCR, for loyalty and patriotism.
I can go with Caesar, for change for the greater good.
I can go with Yes Man, for a nation of my own.
I can go with Lanius, for [censored] and giggles. (Seriously, who would ever find it feasible to have Lanius in charge and win? It's a 'stupid evil' situation.)
And finally I can go with Greed from Dead Money.
It's a perfect ending for a greedy character who only cares about her wealth.
None of which are about "saving the world".
You just get dragged into a battle you never asked for.
But like Ulysses said in Lonesome Road: You can always just walk away.
The main quest not suiting your taste? Then walk away.
You might not find any climix to your storyline, but not every story has an ending.
Sometimes it's very open.