Well, the slogan for Burning Wheel is "fight for what you believe".I haven't yet played Burning Wheel, but it seems like a game that zeroes in more on who a character is than, say, Blades in the Dark. I've found the latter to be more concerned with what a character does, or wants to do, and the gm can pull on character relationships and so forth as things that might impede or facilitate those goals.
Character goals are a thing, because they can be one manifestation of "what you believe". (But Beliefs don't have to be goals.)
The system has mechanical devices for linking character goals to framing and to setting. I gave the example of a Circles check - the character wants to meet a helpful/useful/friendly NPC - leading to setting (including GM-authored setting in response to the failed check).
Another example: in one game my secondary character Aramina had as one Belief something like I won't END my career penniless and without spellbooks. I (the player) decided that Aramina had heard rumours of the tower of Evard the wizard being in the neighbourhood. I made a type of knowledge check - on Great Masters-wise - to see how reliable the rumour were. The check succeeded, so Aramina was pretty confident and she and Thurgon (my main character) headed to the tower. Of course the GM embellished it with other elements, including connections to the troubles in Thurgon's knighly order (Thurgon has a 1D Reputation Last Knight of the Iron Tower) and to Thurgon's family (Thurgon has a Relationship with his mother, and a 1D Affiliation with his family).
I mention this detail to further illustrate what I have in mind when I talk about Character => Situation => Setting. Burning Wheel is probably a paradigm for this approach, but I think it can be adopted in other systems too. I've used it in Prince Valiant, though not as consistently and with less "pointed" (for lack of a better word) situations. I've used it in 4e D&D, and in MHRP/Cortex+ Heroic. And there are other less well-known RPGs for which it's the core approach, like In A Wicked Age.