I think the closest to a disappointment is Skyrim, but it's not the game's fault. I was always looking forward to it. I love the non-linear role-play experience in a rich open world. I watched plenty of Let's Plays. For some reason it took me a long time to get to it. But when I finally got to play it, I realized that the first-person 3D movement in this game made me dizzy and unwell to the point I couldn't continue. I had this problem with some other games, too, but not to this extent. I might give it another try at some point. But maybe something like World of Anterra scratches that itch better.
An honorable mention is Planescape: Torment. I liked it, but having played Disco Elysium first, the writing and story in this game felt over-hyped.