I always thought tf2s original-at-launch setting, theme, etc was itself a joke about multiplayer shooters that had rich stories and lore.
"Where are the mercs fighting? Middle of nowhere."
" Why are they fighting? Doesn't matter, start fragging "
" What are the differences between the two teams? Literally nothing, it doesn't matter."
The stories other multiplayer shooters have to justify the obviously ridiculous set up of adjacent bases and identical characters is just riffed on and acknowledged that it doesn't matter, it's about the fun.
And all that is ironic because tf2 has more interesting characters in the long run than many other mp fps