I have same old copypasta setting fatigue.
If it's something actually new, and the lore is presented in an organic way rather than throwing loads of exposition at you in dialog, I'm all for it.
But if the "new" setting turns out to be yet another high fantasy with elves and dwarves and warring kingdoms and yada yada blah blah blah I'm not even gonna read all that text, just skim it. Unless it's actually exotic and interesting and has the right kinds of details, but how often does that happen? lol
Examples for same old in a new dress:
Pillars of Eternity. They promised a "new and fresh" fantasy setting but ultimately it's D&D in different makeup. You get overloaded with exposition dumps about stuff you don't care about, like souls and gods and blah blah, lots of shit you heard in similar ways before. There's vampires but they're called fampyrs (lol)! There's kobolds but they're called xaurips or something! Wow, totally new and original, I'm looking forward to learning all these setting details... not.
Dragon Age. Same thing as in Pillars. There's orcs, but they're called darkspawn! There's different pseudo-medieval kingdoms whose cultures are just straight copies of real world ones - like Orlais being basically France. Wow, never been done before! It's all very familiar, but with new names slapped on, so you basically have to re-learn fantasy worldbuilding ideas you already know from elsewhere. Boring.
Pathfinder: Kingmaker. Yeah, it's not the game's fault, it uses an established pen and paper setting... which is basically a ripoff of the Forgotten Realms, which I know from playing the Baldur's Gate games. Except everything is named differently, so I have to re-learn who all the different gods are and what all the different countries are and so on and so forth. I just click through most of the exposition in this game without reading it. It's all just renamed Forgotten Realms copypasta.
Meanwhile I have no problem diving deep into the lore of Morrowind, and especially its expansion in Tamriel Rebuilt and Project Tamriel, because that's exotic and cool and actually pays attention to intricate worldbuilding. Different faiths, tribes, houses, guilds, and their relations to each other are all elaborated on. Everything is a little weird and exotic - actually fantastic rather than mundane! - so it's a lot more interesting than yet another copypasta pseudo-medieval setting. Giant mushrooms shaped into houses by magic, homes built from the carcasses of giant crabs, huge striding fleas that are used as taxis, etc. Lots of cool shit. And you can actually see most of the things that are talked about. And the world makes sense: there are farms and mines that contain little of interest to the player, but their existence gives weight to the world. You can see where people get their food from! It's not just a theme park world where every location only exists to serve the player's needs. It also helps that the faction relations all feel believable, there's actual thought put into giving them proper motivations and giving people proper cultural backgrounds. Vanilla Morrowind was good at this, but Tamriel Rebuilt takes it even further and it's awesome.
I also had no problem getting into Baldur's Gate 2 when I was a teen, and whenever I replay it, I notice how elegant its worldbuilding is. It's set in the Forgotten Realms, but it rarely dumps huge loads of info on you, at least not without reason. Whenever you get a loredump, it pertains to things you're actually doing. If someone tells you about pocket planes, you can bet your ass you're gonna see a pocket plane soon. Most of the lore you learn is about the city of Amn and its surroundings. It's all stuff you're directly interacting with. Compare that to Pillars of Eternity or Pathfinder: Kingmaker or even Dragon Age: Origins where you're constantly bombarded with an avalanche of information about locations you'll never visit, just because some character you meet came from there. Lore dumps are okay if they actually tell you about the places you visit and see with your own eyes, but if it's some faraway country I'll never see, I just don't give a fuck.
Planescape Torment was cool too, because it's an interesting setting and you're confronted more with personal stories, philosophical questions, and metaphysical truths. All of which is more exciting than yet another loredump about Lord Bumfuck of Nowhere whose barony has good trade relations with the Elves of Greenwood who provide his army with excellent ivory bows because they're good fletchers, or some shit. Oh, so there's a rule of three, saying all things tend to come in threes, and you actually notice this pattern in the things you encounter? Cool! And belief can make things come true - and you see this happen in a few side quests? Great! This stuff is interesting because you actually get to interact with it, and it may even make you think a little.
Arcanum was great at worldbuilding too. It didn't waste a lot of words on infodumping. There's a bunch of books you can read and a few NPCs will give you history lessons if you ask them, but the devs knew that players are likely familiar with elves and dwarves and magic so they don't have to give you 100 pages of lore on them. Instead you learn about the important things like dwarven philosophy (very cool) or the jewish gnomish world conspiracy (sinister) or how the steam engine changed society (the actually interesting part of the lore because that's what sets Arcanum apart from other fantasy settings). Most dialog is concise and to the point. You're never infodumped in this game, but allowed to explore its world at your own pace.
I enjoy Dark Souls and FromSoftware games in general, too. They have lots of deep lore and their settings are fairly generic dark fantasy, but the way the story is presented is refreshingly minimalist. Yes, it has become a meme at this point how cryptic Dark Souls storytelling is. The description of a unique item mentions some obscure historical fact and when you kill a boss he mutters something that references a name you've read in that item description... this is honestly better than getting 1000 words of loredump thrown in your face. You can engage with the story if you want, and have to actively dig for tidbits (which is good, it's a GAME, you're supposed to ACTIVELY interact with it), or can mostly ignore the story and just enjoy the gameplay without being constantly interrupted by text dumps or cutscenes.
The real problem of new RPG settings is that
a) they're not that new, they're just the same old high fantasy copypasta you've seen 500 times before
b) they keep dropping walls of text on you to tell you all their deep lore
Both together makes for an extremely dull and tedious experience.
If the settings were actually new and fresh, they would be refreshing instead of fatiguing.