No, it is quite common with non-written media in general (imagine putting together a story told in a cycle of paintings for instance, or listening to a playlist). But it can be also used in a bookish form - most types of poetry don't include narrator instances, same is true for drama, but in order to have the same "piece together" mechanics they require a non-fabular structure - be it within a single text or, what is more common, a series of texts (a tome of poetry, anthology).
It is also very common in everyday's life - we think about our reality "in stories" (whether they are really there or it is just a cognitive simplification, or even a mnemonic trick) - about politics, our relationships, and all the little observations & encounters (imagine a girl spilled her coffee trying to get out of the car, crossed the street in hurry and went inside a building & then you see her going out an hour later talking with someone angrily on the phone - click - your mind immediately starts making connections, trying to fabularise these two potentially completely separate events).
The best thing about this is that this natural tendency is that it's amplified, when one is convinced that the story is "really" there - once at the University we made a test, giving students random pieces of text taken from several criminal novels and telling them to put the story "back" together - and got ourselves at least several neat new short stories. Of course there is downside to this - it is very much how conspiracy theories are born.
But getting back to Soulsborne games, the devs seem to know the power of this mechanism. You see, it doesn't really even matter, if the pieces they left are intentionally coherent, or not - in the absence of other forms of storytelling - players will interpret the input as a story anyway, moreover they will seek better explanations within the community, if they feel they fail to "deliver" in this regard, and (as I already wrote in another thread) - the best testament to how powerful and compelling these fan creations can be, is a completely different game - narrative driven, which makes the whole thing quite grotesque - I'm talking about ME3 and the "indoctrination theory", which explained events of the game in a far more interesting & what is more important - coherent way - then anything Bioware tried to achieve.