Kato in Shadow Hearts, he showed up in the end. I played Covenant first and had assumed he did.

Jenna Angel in Shin Megami Tensei: Digital Devil Saga II. I was will pining to play as the final boss. Not the final, final boss, but either the first or second or first or second phase.

Just about everyone else in SMT: DDS2. When I saw that cutscene near the end of the game, it looked like we'd get Jinana, Lupa, Roland, AND Heat.

And what Reine said about Alex in Golden Sun. I think almost everyone wanted Alex over Peirs.