ME3
I played all of the Mass Effect games in order, and with the end of ME2 and Arrival I knew the final war was coming. Even so, ME3 was so much more awesome than I expected, right up to the point we take out the last Reaper. After that I feel like the devs ran out of time to finish the last 5-10% of the game.
What I had expected was that the allies would fight their way to the transport beam and we would face a series of battles, similar to assault on the tower in ME1, the assault on the Shadow Broker's ship, the Suicide Mission, Priority: Citadel 2, parts of the Citadel DLC, etc., making our way through the station to open the arms and then make it to the Crucible control room, and fire up the Death Star.
What I got was a run with an UNBELIVABLE cut scene (We're making a desperate, leave the fallen run under fire and every second and body counts and I stop, call in a warship AWAY from the combat, and evacuate a winged squadmate and the healthy one as well, have a chat, DON'T evacuate any other wounded, and then get on with making the all important charge, REALLY!!), a short stroll, some talking, and then, essentially, "thank you for playing the ME series, please choose the stupid, crappie way for your Shepard to die."
I expected a Death Star to wipe out the core of the Reaper Fleet and go hunting for the rest. I got, A) die futilely, B) be an utter *, C) kill my Allies (geth), my friend EDI, break Joker's heart, and make Legion's sacrifice pointless, or D) do exactly what the Reapers want, as just explained to me by their boss. This was upsetting to me, but with the promise of changes to the ending in extended cut I hung on. Sadly, extended cut really just added end narration, rather than providing a worthwhile ending, so I quit the game for a year or two. I still enjoy the game and multiplayer, but then ending is almost impossible to put up with.
MEA
I actually got most of what I expected in MEA going in. The two things that were different were that I expected the open world mechanics would be more like DAI, which I enjoyed, and got value out of the way they make your explorations and adventures had real impact on the map, and secondly, that somewhere in the game I would have my twin join my crew.