Sequential Art with limited/set runs tends to be of a superior quality to continuing/unending media that most western graphic art strives to achieve. Hell, when we talk about comics seriously, we tend to focus on a certain writer's run with the characters in question--which is effectivly segmenting the continuing story into a limited run. That is, if they are allowed to finish.
Japan tends to produce mostly limited/set runs, and thus the law of averages for storytelling is in its favor. Sure, they may go on for goddamn ever (partly due to the Art of Intervals thing they do), but they still have a set end.
That need to continue also handicaps a lot of stories due to the status quo that needs to be reset every now and again. An aknowledged limit of the methods chosen.
As for comparing a comic to a video game? A story is a story as far as I'm concerned. An Action scene an Action Scene. Different Methods to the same ends.
Your opinion of them is valid--it is a turn based strategy game afterall, and that style of gameplay/visual display can dull.
However the event itself (the heroes effectivly gangbeating the final boss who has terroized and manipulated them throughout the crossover with their most powerful attacks) is more interesting than how many crossovers end (segments strewn throughout a massive multi-man melee that easily loose track of beloved characters not at the central focus of the story) or the construction of a McGuffin to solve the problems.
For comparison purposes, it's like comparing a swordfight to a cowboy pistol duel. Both can be grand climactic things, but the swordfight is going to have more in it....