Basically, I tend to only want one story to be told. The concept of playing a story that ultimately doesn't go anywhere and won't be carried over into the next game is not, by and large, appealing to me, and the fact that I have multiple playthroughs in Inquisition is testament only to the fact that I'm having a remarkably hard time finding a single one that's satisfying.
Huh. I think we might be describing different things. I love lacing a theme into each world state, and definitely carrying that over into the next game.
I was happy, for example, when it turned out that we could leave Hawke to sacrifice themselves in the fade, because it let me carry on my the theme of sacrifice I had in a few of my DAO play throughs. My female Amell, for example, sacrificed her true love for the sake of her country, and her life for the sake of the world. Her cousin then followed in that tradition. Narratively, it was exactly what I wanted.
But...I have nine different world states, and eight different partial DAI play throughs, so maybe my style is overindulgent. 
Anyway, sorry you haven't found something to suit you. 