I think that many games would be more attractive if they took place in a slightly elaborate world, a micro-parallel of Tolkien's legendarium.
For example, I think that texts of Takeover are more elaborate and appealing than those of similar games, but still they could be easily improved.
How to do it
Imagine a typical simple game with 10-30 texts (including the initial and final screen) - such as Kingdom Rush, Squares and Blades 1 etc.
I propose that the author should use his or her fantasy (imagination) and think up:
half a dozen significant past events (some of them battles): in LOTR films, these are Isildur's seizure of the Ring, Bilbo's encounter with Gollum and dwarven-elven wars.
3-5 places where history was written (in LOTR: Mount Doom, Minas Tirith, ...)
3-5 past characters (some of them may still live) and their fate, their role in history (Sauron, Isildur, Gandalf, Elrond)
I think that if the author makes this simple list and then refers to them in campaign texts, his world will breath with inner logic and realism - and maybe the game will feel as a "deeper" tale.
And there is no need to unveil all history in the beginning; the player can discover past events and very dark secrects as he or she progresses - about his own origin, about the king whom he deeply (dis)trusted etc.