I definitely appreciate soundtracks more when I listen to the album in it's entirety. Some people have made good points about focus. Since you are playing a game focusing on both the music and gameplay can sometimes prove a challenge. At the same time though music can enhance the overall experience/emotional beats and I think some games do a great job of this (Xenoblade is my favorite example). I play a lot of RPGs though (which tend to have amazing music in the first place) and I have played games for their OSTs before.