

I’d argue that xennials didn’t really either. I certainly didn’t think of Mario, Sonic, Doom Guy, etc. as heroes. The closest that jumps immediately to mind as a named person is the protagonist of Wolf3d whose name I won’t attempt to spell here, but even then I didn’t give a shit about his story which, if memory serves, amounted to a blurb in a manual.
My heroes were in print in books and I don’t think there’s anything particularly wrong with that.
I don’t know that FF had a specific hero as it were. DQ I suppose did in that they were at least named and had some story. Megaman is a good callout, though. We did have them in the computer gaming world in the more nebulous sense (like how I see FF). I guess I’m also thinking about how hero is used here; is it an existing character with a backstory (more like DQ or even megaman) or some character you create (FF again but also all the old SSI games on PC and many others).
I was thinking of fighting games but OP said
nowadays it seems that all games are made for teenagers and adults.
and I kinda threw the early SF and MK games into that bucket.