This last thing is also worth noting; a lot of quests, not only in Odyssey, but in general, seem to exist in a somewhat removed state from the main character. The character does something on someone else's behalf, but is not personally invested in them. He's more of a courier or hired muscle. It's really hard to care.
Well, he's a mercenary after all: he's not really on either side. However, it's not true to say that everything is going over his head: there is a minor quest with a story of an oracle and a doctor. Unlike other quests, the hero is aggressive when confronted with an oracle who has made false prophecies... and that's good, because his personal story is linked to false prophecies.
In the same way, there are several quests where the hero meets other misthios, it gives thickness to the character: we see that he "jokes" with them, and remembers some souvenirs. It's not common either, but it works. The problem is the enormity, we do a lot of other indifferent quests on the side, but hey, you have to fill out the map!
An example that comes to my mind of something more involved would be the side quests in AC:Revelations. It's not the best game in the series, but it nailed (IMO) the emotional stuff - the whole quest chain of old Ezio finding love that late in life is charming, yet memorable for example. It informs my character, it shows me he's growing, by the end of the quest chain he's story is irreversibly changed.
Don't forget to mention that Ezio benefited from a complete trilogy. The first one with him came out in 2009, we didn't have the same criteria for a hero. But I agree that was the most brilliant part of Revelations.
There is still a very interesting quest in Odyssey when it is quite limited: the part with Skoura, the former mercenary who runs the arena. Its story is quite minimalist but touching. In short, it's still difficult to "impress" the player, as each person will have a different vision and unforgettable memories of his or her own. So yes, Ubisoft sometimes plays too often with the same effects, I'm not going to defend them for that, but when you look closely, everything is not that bad...