I find that Western RPG's tend to have a be very serious tone in their storytelling, and ascribe to rigid rules of setting. If it's a Fantasy setting, they stick very close to the Tolkien or D&D traditions. When Sci-Fi, it's purely technology-based, whether utopian, dystopian or post-apocalyptic. Can't think of many western RPGs that mix fantasy with high-tech stuff (only Shadowrun comes to mind).
JRPGs play it fast and loose with the storytelling and setting. Even going as far as the first Final Fantasy, you had a mixture of the two genres - Fantasy enmeshed with Sci-Fi. Elven Kings and Elemental Guardians coexisted with futuristic flying fortresses filled with mechas. The airships were wooden galleons stuffed with high-tech engines powered by floater stones.
Personally I've never been a fan of high-fantasy. I might be the only geek who doesn't like The Lord of the Rings trilogy. As much as I wanted to like the Elder Scrolls for it's innovative gameplay, the setting made it difficult for me to stay interested. I guess I prefer my games to have a Sci-Fi bent, even when it's a "fantasy" setting. Can't get enough of the neon-shaded futurism in Final Fantasy, Xenogears or the Phantasy Star series.