I think the single least common setting would be non-human/non-earth historical/fantasy, followed by non-human/non-earth futuristic. Both of which I would really enjoy seeing more of. I'm quite tired of settings that are 70% or more similar to some earthly historical period or one of the common visions of the future (e.g. zombie apocalypse) or common visions of historical fantasy (e.g. Tolkien).
I want to see the player as an intelligent nonhuman alien acting within an alien culture which has evolved to fit their alien biology (maybe including egg-laying or an insect-hive-like social structure). I want to see shapeshifters which aren't supernatural and aren't wolf-based. I want to see tribal cultures not directly based on some earthly tribal culture. I want to see "medieval" fantasies where magic-based technology is abundant and the presence of magic has resulted in a society which is really different from medieval europe.
The only somewhat common setting in books that I think hasn't been done enough in video games yet is the humanoid/rider psychically bonded with an intelligent nonhuman, whether in the form of a dragon, a biological spaceship, a personified magical weapon (as in Death Eater and Bleach)m or some other kind of simbiotic partnership between a humanoid and an alien.