How do you tie a character into the deep lore of your game world? A lot of games have very deep lore. Forgotten Realms, Dragonlance, Shadowrun, 7th Sea, and Runequest are all famous examples of worlds with lore so deep it practically has encyclopedias of it. There are more than a few examples. World of Darkness has quite a lot, as well. It has some contradictory lore and some best forgotten. I am looking at you Romani blood purity stats and most of Kindred of the East, but it still has a great deal even without those. It is too much to absorb easily.
One of the things I particularly liked in the 5th edition of Vampire is the use of loresheets to give players a chance to connect to that lore without having them know any of it before they start. You can be tied to movers and shakers in vampire politics, or maybe be part of the Week of Nightmares, but you don’t have to read all the fan wiki entries to get the benefit.
Side Note: Yes, I know Legends of the Wulin did it first, though pretty differently from the one in V5, and are really not part of this conversation.