Halo, at a glance, looks like a typical "power fantasy". An armored super-soldier mowing through thousands of aliens accompanied by an AI companion who takes the appearance of a young woman? But if you look past that, it is one of the biggest tearjerkers in a first-person shooter storyline.
Let's start with Chief. Sure, he is an ultrapowerful super-soldier, but that is all that he is. The armor is him. We never see his face, even in Halo 4, because he only thinks of himself as the armor. He is a damaged child at heart who has seen his friends - his family of SPARTAN-II brothers and sisters-slaughtered one by one.
Furthermore, it's worth noting that he is incredibly antisocial, sets unrealistic expectations for himself, and never allows himself to grieve or mourn fallen comrades. This all stems from the horrifying truth behind SPARTAN-II: In order to fight a group of anti-earth insurgents, the UNSC kidnaps 150 innocent children(and SIX-YEAR OLDS, no less) and turned their lives into nightmares. Gruelling training, psychological manipulation, and horrendous medical procedure that killed more than half their number are just a few of the atrocities committed by Dr. Halsey, the head of SPARTAN-II.
As a result, He is, understandably, a broken human. The only thing he has left at the end of Halo 3 is Cortana, and at the end of 4, he is all alone. Cortana's another complex character, and her appearance is the same. Yes, she is "nude." But what is classic art filled with? Nudity. Cortana's cloned from the brain of Halsey, so it makes sense she would probably have looked at classical art. But nudity also represents innocence. She is, for all purposes, a child. And in Halo 4 her rampancy shows just how fragile her sanity is.
The biggest tearjerker? Their relationship is not one of romance like some people think - they are in more of a brother-sister relationship. People can live through the loss of a lover, but of a sibling? That is hard, if not impossible. And what if this sibling was the only family member you had left? By the end of Halo 4, John is almost all alone. That is one of the main underlying themes of Halo - loneliness.
Halo: CE opens with a lone ship. Halo 3 closes with Cortana being all alone in space. Halo 4 ends with Chief losing the only person that really understood him. Best exemplified with this quote: "Power brings loneliness and isolation." - Boisegang. Cortana is the big bad in Halo 5, which is a stomach punch to players and John. What hurts more is it is not without reason. She wants to end conflict once and all even under the muzzle of a gun, because, read the aforementioned; conflict has taken any chance at true happiness from John. She wants to make a paradise for him, but John has no place in paradise (even though he deserves it.)
