Why? The game starts with a guy committing war crimes. He questions his king, is stripped of his post, and sent off on a suicide mission. Then, when he carries out his mission, it turns out he's committed yet another atrocity. That was fucking grim for a game that came out in 1991, and strong medicine for a sheltered kid who had grown up on TV that produced "pro-social" messaging like Dungeons & Dragons and The Get-Along Gang. Here was a game that gives you a taste of the kind of bad shit that can happen when you trust authority instead of your own conscience, and that was strong medicine.
So, yeah, I think games can be effective storytelling media. Just bear in mind that FFIV didn't have full-motion video, anime cutscenes, or voice acting. Hell, the original SNES release didn't even have an accurate translation; as a pre-ESRB title it was censored to suite Nintendo of America's content policies.
But that's not a fair comparison , you stumbled on FFIV on your own, or it was advertised to you in a potent way, in any event the process of discovery is much more powerful than the novels, they were just homework.
But it should also be said that most people consume books via movie adaptations.