For me this is one of the quintessential things about Shenmue:
http://youtu.be/YIhi0LN6h-M (video also here:
viewtopic.php?f=37&t=46812&p=1073835#p1073825)
The interesting and/or deep conversations, with interesting and/or deep unique personalities of the Shenmue world. The empathy that you progressively feel for the characters and the bonding you're building with.
Furthermore, the beauty, the artistry, the chronology, the geography, the mythology, the culture, the setting, the atmosphere, the music, the emotions, the ambition, the desire, the patience, the suspense, the philosophy, the romanticism, the pureness, the simplicity (being grounded - feeling like a real life world), the realism, the humour, the agony, the spirituality and all the experience that is being projected to you and immerse you in it, that maybe cannot be expressed by words or in that single video.
Personally, I see more than a game in this piece of digital interactive entertainment called Shenmue, something that transcends games.
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