The OP's post did not say Fallout 3 was a better game, it said it had better atmosphere. Dragon Age is a terrific game, in my opinion, a better game that FO3, but...atmospheric? Really? I'm amazed at the lengths people will go to try and prove that Bioware's games are superior to all others in all aspects. DA:O has interactive environments? Umm...other than people, doors and loot, what is there to interact with? It's full of crates and chests and so on that can't be opened, broken or moved. Some rooms in Redcliffe castle don't have a single object that you can interact with.
Some relevant definitions of atmosphere from the web (obviously the non-meterological ones):
a particular environment or surrounding influence; "there was an atmosphere of excitement"
air: a distinctive but intangible quality surrounding a person or thing; "an air of mystery"; "the house had a neglected air"; "an atmosphere of defeat pervaded the candidate's headquarters"; "the place had an aura of romance"
Yes, it has richly developed characters, possibly the best ever in any game. But characters aren't atmosphere. Neither is plot. If anything characters and plot distract from atmosphere because they cause you to focus on them rather than on general impressions. I guarantee if you try looking for movie reviews that describe films as being atmospheric, they won't be fast-paced films with lots of dialog.
The very emptiness of Fallout 3 contributes to its atmosphere. It's wasteland...of course it's empty. So you spend time wandering, looking around at the ruins of civilization. In DA:O, you're never looking around at anything, you spend virtually all your time either in combat or in conversation. Think about your first step out of the Vault into the wasteland...how long did you spend just looking around, trying to get your bearings? You need those quiet moments to really get a feel for the atmosphere.
Besides, I think first person games just have a huge advantage in atmosphere because they're inherently more immersive. In DA:O, you're constantly switching between characters, moving the camera around, sometimes even seeing cut scenes of events you're not even present for. It's much harder to forgot that you're playing a game. With very few exceptions (Sanitarium comes to mind, Fallout 2, maybe Planescape:Torment, at times), I think it's just easier to generate atmosphere when you put the player's eye where his character is. Think of the Thief games or the terrifying System Shock 2.
It's true that the characters in Megaton are pretty thin compared to what we see in DA:O, but I'd say I have a much easier time imagining what it would be like to live in Megaton than in Redcliffe. DA:O pares all extraneous detail which is efficient for moving the story along, but not so great for atmosphere.
Praise DA:O for what it does well, but recognize that there are things that other games do better.