My favorite is in the Dawguard DLC for Skyrim. If you somehow get far enough into the DLC to enter the Soul Cairn and you didn’t do the main story quest where you kill your first dragon, you’ll get unique dialogue with a dragon you meet in the Soul Cairn. He calls you Dovahkiin, and you can ask him why he called you that, to which he responds something like “I do not know, it just felt right to call you Dovahkiin. Perhaps you will learn why soon”
I don’t want to spoil it too much, but let’s just say that the developers of Dishonored 2 knew some players would love exploring so they gave those players an amazing reward in the final boss fight.