Well, World of Warcraft built on already existing characters from games and even books, the lore of Warcraft had around 10 years of evolution prior to WoW's release (let us not talk about how World of Warcraft completely destroyed the Warcraft lore, through significant retcons, for the sake of the MMO's continuum).

Final Fantasy XIV on the other hand, was around for roughly two years prior to the shut down of the 1.0 servers, the story remnants are there for you to find if you wish to find them, and it'll expand upon your knowledge of characters such as Kan-E-Senna, Raubahn, and Admiral Merlwyb, as well as the individual Scions, should you look it up. With A Realm Reborn, the team has made quite the effort to make new players feel like they're entering a new world, rather than simply continuing what was already there.

To really find the lore, to know the history and the characters, you have dig into the game, rather than go through external sources.