There's been some recent discussion about sexism by characters in World of Warcraft that has been sparked by a particular NPC in the beta named Ji Firepaw. On one side you have "This is offensive, please change it" and on the other side you have "It's not offensive" and "That would be censorship" and some other defenses. I'm not here to argue the cases, those link above do a much better job of explaining that than I could. I'm here to talk about what makes such a character different in an MMO versus a book/movie or even another video game.
In a book or a movie, a character such as Ji is targeting their offensive statements at other characters. In a typical video game, they're targeting their offensive statements at a character you're playing. In an MMO, they're often targeting their offensive statements at you.
Some video games let you customize your character so maybe you might argue that the character is you. However, even in Mass Effect it's not you, it's Shepard. Some video games do have the quality of MMOs where the character is close to you because they lack a firm identity but I'd argue that the character is more 'you' in MMOs because it's how you interact with other players. The other players affirm that the character is you, in a way.
Furthermore, video games are about the freedom to do what you want. You have agency in this world, but that agency is incomplete. When NPCs do things such as that, you often have absolutely no means by which to correct them. You just have to sit there and let it happen, powerless to change the attitudes of the NPCs around you, which is incredibly disheartening.
And that's why these things matter more in an MMO.