Fallout 1 & 2 could possibly be worth your trying, because instead of shooters they're strategy RPGs. They definitely have the better story.

In my opinion, games like Fallout 3, 4, The Outer Worlds, Skyrim, etc. are best viewed as "walking simulators with combat haphazardly slapped on." The story and exploration is the reason for being there, the combat systems exist because people crave violence, but no three things are actually done that great. Want a really good story? Read a good book or watch a good movie. Want to do some exploration? Parks, road trips, museums, etc. are what you should really do. Want some challenging combat that's tough but fair and competently put together? Halo, Call of Duty, etc. is where you should be focusing your attention. Don't get me wrong, Fallout etc. is still fun and there are some great moments playing those kinds of games, but you're absolutely right in that there are compromises in how they're put together.

Edit: X-Box also seems to have gotten the short end of the stick in quality games this generation. I think it says something that most of my time on the system is spent playing vintage game compilations and indy titles.