The example I have in mind is Valdis Story. You visit four villages in the game, three story related and one optional. And in two of those story related ones, you get some sort of hint that things are not going well for the town. Eventually if you are negligent in backtracking to them(or just using them as an interim tram system location), you can end up not knowing about the problem as it arises and the next time you visit them the entire town is abandoned or you find the villagers corpses and the only thing you get is a text box wondering where everyone is, and this music. It has an effect on gameplay too, you can miss out on shops, or have the villages harm you over time because of the frost, or even miss out on the secondary affinity weapons.
So I'm wondering, what are some games where big world changing events are basically missable side-quests that you could ignore or not even be aware of their existence?