Video games will never do drama as well as theatre or film, because we can't see into the actors souls - video game stories are puppet theatre
Edit: thinking about this some more, I think I might be wrong - there are many animated films that I've found emotionally moving and involving that don't have human actors (Ratatouille for example!)
Edit: to explain a touch more - I liked the story and its characters more, and even though I played it over 2 years ago I still remember the story pretty well. Breaking bad had a couple interesting points but I couldn't tell you what happened between seasons or really much outside of the main points.
Of course I may be entirely wrong, it's been some time, but I remember both leaving a similar impression on me.
Breaking Bad is one of those shows that gets better with every season (the Metacritic score goes 73 → 84 → 89 → 96 → 99 from season 1 to season 5). The first season wasn't really anything special but it's gangbusters by the end.
And it wasn't really well received at the time either, but it was a way of handling romance without the awkward cut-scenes that existed at the time. They only briefly showed on screen and IIRC weren't accessible later. It wasn't really collectable in the sense of collect-a-thon games like Mario Odyssey, either. Out of context it sounds horrible, in context it's a bit of a nonsensical addition.
They were going after a "french postcard" feel and it just didn't work that way. Possibly because people aren't as familiar with what they were referencing.