Because I remain obsessed with the game, I recently listened to/watched an interview with Sam Lake discussing the making of Alan Wake II. In it, he made a really interesting point about the delivery of exposition and lore in games - namely, that if you present characters with a lot of deep lore in some grand compendium, players will often ignore it. But if you hide that lore, making it a puzzle to piece together, you inspire players to seek it out.
I was talking with my best friend about the games of From Software, likely specifically Elden Ring. We were talking about game story, and he argued that From's games don't really have much of a story, while I thought they had a deep and interesting story that demanded to be unpacked and explored. Ultimately, we came to a compromise in positions: that we could separate the idea of "story" and "lore," and say that the story of Elden Ring is, while not non-existent, at least deeply enigmatic and arguably thin, while the lore behind that story was every bit as rich as someone who watches the Tarnished Archaeologist, Smough Town, Quelaag, and VaatiVidya would know it to be (Oh, and Ziostorm).
Remedy's games are, I think, present more of a true story in this sense, but there's a similar use of obfuscated lore to draw the player in.
In a sense, I think that the experience of From Soft's lore is almost an out-of-game experience. That game, so to speak, is played watching YouTube videos and, well, writing blog posts (I'm too lazy to be a YouTuber). From Soft's games also happen to be extremely satisfying to play in the moment-to-moment - I think the precision of control (and yes, the difficulty that requires mastery of that precision) makes it easy to come back to these games over and over (I think I've beaten Elden Ring on something like seven or eight characters, though the eighth admittedly hit a point where I didn't really have any new builds I was excited to try). But I think I've relied a great deal on the online community to piece together the world of that game - even if practically ever assertion becomes a matter of interpretation (for example, that the Omens are really just an expression of the wild nature from the Crucible Era).
I think Remedy comes from a place of being a little more accessible. While I think they like there to be some ambiguities in their lore, I think for the most part they want you to have the basic idea of what is going on simply by playing the game.
But, more broadly speaking, I think that Lake's assertion that hidden lore gets players' attention better is correct.
It has been over a decade since I finished the Mass Effect trilogy, but I remember that their approach to the game's lore involved a large compendium one could access in the pause menu. I actually thought this was a pretty successful technique, but perhaps only because that setting was such a detailed, well-thought-out science fiction universe. There were certainly some elements that were open to interpretation - for example, some believing that Shepherd, at the end, has become Indoctrinated by the Reapers (which I don't really believe,) but the setting was one of a technologically-advanced, highly interconnected galaxy where it made sense for this information to be easy to come by.
Still, the information in the compendium was simply there for people who were curious to read/listen to it, outside of the primary gameplay.
Final Fantasy XVI did something interesting, which was its "Active Time Lore," a cheeky riff on its old Active Time Battle system (a term that, frankly, they've re-used to mean different things - the Final Fantasy VII remake trilogy has characters build up "ATB charges," despite being a totally different combat system from the original game). Anyway, XVI builds up a Game of Thrones-inspired complex political landscape with many different factions warring against each other in a world with dwindling resources (it's the first Final Fantasy game I've played without one singular world-spanning empire to contend with - there is an empire, but it's just one of several factions). During any cutscene, you can pause and get little one-or-two-paragraph descriptions of the characters, the location, and any major topics that the characters are discussing, and you can also access more of this stuff via a friendly NPC.
But I think in both of these games, complex as those worlds are, I really don't find myself drawn into meticulously unpacking every element of the lore the same way I do with Remedy's Alan Wake and Control games, or From Soft's Bloodborne and Elden Ring (ironically, the Dark Souls series that put From on the map is one I've never been quite as interested in).
I'd also suggest that part of what makes Remedy's lore tidbits so exciting is the fact that they're in-universe sources. While there's a certain unreliability to the narrator of From Soft's item descriptions, there's not really any particular author of these descriptions whose motivations and biases we can investigate. Remedy's most common collectable lore bits are things like Alan Wake's manuscript pages or the various memos found in Control's Oldest House.
In the former case, we're often learning more about characters from the viewpoint of an omniscient narrator - but that narrator is also the eponymous writer, and we know because we're playing as him (or at least half the time as him in the second game) that he sure as hell isn't omniscient, and doesn't even remember writing these pages. Indeed, most of the time we're playing as Alan, we're really playing as the version of him that he is writing at the time, and that version of him is as ignorant as the player is.
Personally, though, I think it's the latter case where this style of lore development works best (I think Alan Wake II is the - as of yet - crowning achievement for Remedy as a studio, but even if I think AW2 is arguably the "better" game, I think I might like Control more. In fact, I might even say that I think Alan Wake II is the better work of art while Control is the better game - but we're comparing two monumental achievements here, so I don't make this comparison to make either sound bad). In part, Control's various memos and files hold a lot of different perspectives. We have, for example, the various Dead Letters, which serve as one-page creepypastas but also mysteries to interpret. Which are genuine and which are just people writing about nonsense (one heartbreaking Dead Letter is a woman who thinks that her neighbor's kid has somehow hacked reality to make her husband die, and is hoping that if the world's a simulation, someone could just fix it. In-universe, probably not actually true, but you can feel the desperate hope that has led her to thinking that just maybe it could be fixed. And, on a meta level, it is kind of true.)
The files, recordings, and other bits of information you can collect in Control can serve to give you some straightforward exposition (such as from most of the Doctor Darling videos) while others create a whole mystery to unpack. The entirety of the "Blessed Organization" is introduced through files and recordings that are not explicitly linked to one another, but when you find all of them and think about it, you start to realize the possibility that there's this grand conspiracy that could be a major threat to the FBC (and, I maintain, helped Alice Wake regain her memories and return to the Dark Place).
Control, of course, lives in that corkboard-and-red-yarn world (a trope I feel the need to point out pre-dated that It's Always Sunny in Philadelphia episode) and I actually think that this style of worldbuilding kind of activates whatever pleasure centers in the brain that addict the conspiracy theorist, but knowing it's all a work of fiction makes it feel fun and safe to explore. I've long felt that conspiracy theorists are seeking a feeling of esoteric revelation - to know something grand and exciting that others do not. (Such a drive is also part of mystical practices, and things like esoteric alchemy.) And I'll confess that if Control 2 or any other future Remedy title comes out and the Blessed Organization proves to be a major part of the plot, I'll feel a certain glee at being one of the few people who actually knows about it.
Even at this stage, while I think every lore-review of Alan Wake II I've seen is convinced that the "organization" that helped Alice Wake recover her memories was the FBC, there's a little smug nerd in me that feels... a bit superior, I guess, for knowing (not that I do know, as I could totally be wrong) that they've been mislead, and that they'd ignored the clues that I was able to piece together that suggest it was Blessed, not the FBC, that she worked with.
But the point of all of this, even the fact that it's showing a part of my personality that I'm not terribly proud of (I grew up in a very intellectual, academic household, and so I unconsciously developed something of a deep need to be the smartest person in the room - which is something I've been working with a therapist to unpack,) is that by making the discovery of the deep and complex lore of these games a game in and of itself, you get the player to actually care about it.