I play in a regular D&D session and a few years ago, I was thinking about the various characters that our group of players cared about the most. As a rule, it was always the ones that were willing to go out adventuring with us, duking it out, or interacting with our adventure in some direct way. We develop a bond with these playmates.
This seems true of video games, the classic example of which is probably Aeris in Final Fantasy VII. She isn't just eye candy that pops up between cinematics, but is someone that you rely on in combat for a large portion of the game. I think we build a much deeper bond with gameplay participants. If you have a relationship players are supposed to care about in a game, giving the corresponding character a role in gameplay is more valuable than any number of cinematics he or she participates in, if you can find a way to say what you want you need in those gameplay moments.