I agree completely. Project Zomboid is fantastic - it does a lot of the actual survival stuff really well - but, like you said, once your safehouse is mostly self-sufficient, it largely becomes optional to engage with anything dangerous at all. It doesn't really have any real goals - developer-set or player-set - to keep you going once you've got your survival situation "solved".
And yes! Environmental storytelling would really elevate the game. Even the buildings that aren't clean, tidy places don't really have any personality to them. It feels like a very sterile world that only exists for the player to experience. Of course, a lot of games would benefit from (more) environmental storytelling, but I think PZ is probably one of the games that would benefit most because of the nature of survival sandbox-style games. Creating your own "story" is a large part of the appeal, I think, and having an immersive world to match PZ's immersive survival mechanics would really enable that!
Blizzard's cinematics have always been top-notch (even at times where their games have been poor). But while I think they've always been good for cinematics, I think a mini-series needs more depth than what Blizzard tends to achieve in their cutscenes. Although perhaps I'm not the target audience anyway - I tend to find that sort of thing usually feels a little hollow due to its short runtime. But I wouldn't be at all surprised if it turns out to be great at what it's trying to be, even if it's not something that appeals to me personally.
As for Overwatch needing to go down the Marvel route... I don't think it necessarily needs to become a multimedia franchise, but I do agree that the IP has a lot of potential and I think it needs something. I get the impression that people feel a little "over" Overwatch as a game but, as you say, it's got a fantastic cast of characters, some wonderful, vibrant art, and the game hints at enough depth to the world that I'm sure some people would be interested in checking out a different Overwatch game/an animated series/whatever based on the strength of those things alone. There's a reason people were looking forward to a PvE Overwatch game in Overwatch 2, after all.
That said, I don't think Overwatch's cast of characters or its world are strong enough for it to cruise by without whatever else they feature in being high-quality. People will watch a bad Spider-Man film because Spider-Man is in it, but I don't think people will play a bad Overwatch game or watch a bad Overwatch anime just because Tracer (or whoever) is in it. It's an IP that has the potential for more, and if something's well-made then I'm sure people will be happy to check it out because they're familiar with Overwatch already, but I don't think it has the brand power to sell mediocre products.