Playing with distinct human player-characters allows a player to understand what the character is going through. If you’re getting shot at you are most likely paniked and sweaty, in games that happens as well. You feel more attached to the character I believe. You can also recognize how a character is feeling or understands if he/she is out of breathe. I do not think you would be so emotionally attached to the nameless explorer. It would happen though if you were so emotionally attached to yourself, then feeling like another's life was put in your hands.
Playing with depersonalized characters feels like it is just a representation of yourself or you are acting like the spaceship or box. I believe those games are more technical then they are emotional. Emotional games you put more thought into then strategic games where it is more the likely based on reflexes.
Newman's theory about non-ergodic games would apply to a game's character that a 'onlooker' could have emotional feelings about; relating to the character rather then playing it.