Setting > Balance
One of our favourite games as far as setting is concerned, is Exalted. You play larger than life, epic heroes in a super high fantasy world, who can do the impossible, casually. The thing is, there's different tiers of Exalted, who draw their power from different sources, and each type of Exalt has different castes, which focus on different things.
The game allows you to build your character how you want - what skills to pick, how you want to set your attributes, what powers you get, what backgrounds, the whole nine yards. You have so many options, so many ways to build your character to be just what you want.
Some examples?
An Abyssal Exalted who can command you to drop to your knees, tear out your heart, and turn you into her thrall (while keeping you alive).
A Solar Exalt who wears power armour, and pilots a self-aware mecha, and in a week turn any normal mob of people into an elite fighting force.
A Sidereal Exalt who can leap into the way of any any attack, then redirect it so you strike yourself, most likely killing yourself in an instant.
An Alchemical Exalt whose very touch creates bonds of devotion in her subjects.
They all sound powerful, but they're not actually balanced against each other. The Solar is the strongest thing out there, the Abyssal is #2, the Sidereal is #3, and the Alchemical is #4. There's also Lunars (floating around #3), Infernals (ditto), Terrestrials (#5), Half-Castes (#6), Spirits (#7), Heroic Mortals (#8), and then just... people (#9), but all of these are available for play.
Well, why would anyone want to play a weaker character, some may ask.
Simple.
Because it's interesting.
In a game we ran, we had players deliberately volunteer to play Terrestrials and Half-Castes, while the rest played Solars. The power disparity was phenomenal. And nobody minded. Because the setting is what makes the game interesting. How the characters interact with the setting is what drives the story. The characters don't need to be 'balanced' - nobody cares about that, because that's not the point of the game. The point of the game is to live larger than life, in a world of high fantasy.
If the game was set up to be balanced? Well, first, it wouldn't be true to the setting. Second, it'd be boring as hell because to do that you'd have to crush all the creativity out of the game. All the options the players get would be thrown out the window.
Rather than custom-building your character (how do you want your attributes? skills? backgrounds? caste?) to make who you want, everything would need to be tucked into tidy little boxes for you ,so that you wouldn't have any significant edge over anyone else.
It happened. In two other games we really enjoyed for our ability to customize.
The first one that comes to mind is 7th Sea.
In 1e 7th Sea, we did some amazing builds -- from the Noble fencer we first built, to the child who was fae blooded and could use the claymore, longbow, and his fists like nobody's business. That last one took a lot of effort to build, a lot of careful thought, but he was fun as hell to play. A friend made an inventory / thief. No income to speak of, some skill with the pistol and knife, but wasn't on the same 'level' as either of these characters. He was talented in other ways, and the game master ensured everyone had a place at the table.
2e? It's plug-and-play. You pick your attributes, but 'what you are' is selected from a list, which then defines what you can take from a smaller list. Your choices are made for you. Our first character we could barely make in 2e, and our second character was flat-out impossible to make. The game wasn't made for that kind of customisation.
The second game is TORG.
In 1e, we did a Core Earth Werewolf who was cursed by the horror realm. We did a normal guy who was imbued with Matrix-like reflexes and who knew Ninjutsu. Our partner made a woman who could communicate with machines through telepathy, and a woman who had a 'flight suit' which gave her bird wings.
2e? You can't 'cross pollinate' like that anymore - in fact, if you cross over and transform, you lose your abilities and have to pick up 'local' ones instead. The ability to mix-and-match from 1e was lost in 2e.
Another game that comes to mind is Cyberpunk Red, come to think of it.
It used to be you rolled 1d10 for each attribute.. Now you roll on a list or pick from the list. Getting a '10' is now impossible. Getting a 4 or less is as well. Your attributes are also set by Role - so your Solo - your street-enforcer, can't be super smart, for instance. Flat out impossible. And your skills run the same way, you draw from a list, also chosen by Class, so certain skills are just completely off the table.
This attempt to enforce 'mechanical balance' stifles creativity. It blocks the player from making new and interesting characters. Sure, some may argue it also prevents 'bad choices' - but here's the thing... what's wrong with bad choices? The game master should be able to let the player know what's going on, and if the player doesn't mind ... then where's the harm?
At our D&D table we've a character with 3 Charisma. We have a Marshal (a front line class) with 6 Strength and 7 Constitution. She's playing her character as back-row, rather than taking the lead. It works. Our current Pathfinder character? Str 8, Dex 10, Con 9, Int 11, Wis 8, Cha 16. They're a bard. The Archetype doesn't allow for providing Inspiration to the PC party, it's not the type of bard to do that. The spell list? Not for combat in the slightest. Nobody has an issue with any of these. Because mechanical balance isn't interesting - what's interesting is how the characters deal with the setting, how their strength or flaws make the game unique.
But, here's the other side-effect. By striving for mechanical balance, you limit the kind of games that can be played. Because the setting has to be shifted to reflect that. You can't have Exalted if everything's balanced mechanically, or Scion, or Classic World of Darkness, or old school Legend of the Five Rings.
We've seen 5e WoD: Vampire. To push for that balance they basically cut Elders off at the knees (and all but removed them from the game). For 5e L5R... well, the less we talk about that the better, suffice it to say that it's no longer 'High Samurai Fantasy' and is now 'Low Fantasy Samurai Drama'. It's sad when a 5e D&D book for L5R is more in touch with the world than the core line book is.
For games, especially fantasy and supernatural games, a setting isn't going to necessarily be balanced. There's just some creatures, some roles, some backgrounds which will edge out others. That's realistic to the setting. Trying to curb that makes for some weird things.
As an example. The Clans in Vampire aren't balanced. Each Clan fits a theme, and they try to stay true to that theme. That means that depending on the game and group, some PCs are going to have a very strong edge over other characters.
In 1e 7th Sea, if you paid a few points to be a Noble, you got 500 guilder a month with no strings. If you didn't take Noble, you bought Patron to get a bit of coin, or you begged off the PCs. Which was fine (our character paid for everything for the group...)
But even with D&D...
Most players think 'zero to hero', the characters start with nothing and have to fight for everything they get. But what if a player wants to play the child of a baron? We know some GMs would say 'no', but why? Because it's not 'balanced'? Or 'sure, but you're outcast' - what if they don't want to be?
"I hang out with some non-nobility friends of mine, we go out and get into trouble from time to time - my parents don't like it, but they've come to accept it's going to happen. At the end of the day I've got a warm bed, a good meal, and my attendants to help me." Or hell, some of the other PCs are the character's attendants. We mean, this kind of stuff happened in real life - you had the 'idle rich' who went on dangerous adventures because they could.
So why not have that be a PC party?
Why not design a game that supports that kind of dynamic - or any other dynamic the group wants?
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