I used to take all the manuals for old Blizzard games to middle school with me, and read them over and over during class when I couldn't actually be playing the games. It's amazing how much world building happened in those manuals. Aside from the explicit backstory laid out, there were bits of history in all the unit, ability or spell descriptions. And I'll never forget that the picture of the Rogue in the Diablo manual had an amazing ass. What do you even call it when you can see a bit of underbutt through the thigh gap? That was exactly the imagery I needed as a 13 year old boy.
I do miss that older style of Heavy Metal/Frank Frazetta style archetypal, primal, sometimes erotic, artwork.
And then there were the manuals that were written as in universe journals, training manuals, newsletters, etc. Sure, the page of instructions at the front about how to install the game, or make a DOS boot disk broke the illusion somewhat. But it was still appreciated.
I think my favorite part about the manuals is that they let the game focus on being a game more. The manual was for exposition dumps and instruction. The game was for actually playing. Now we get treated to hour long tutorials and massive, meandering, voice acted exposition dumps randomly right in the middle of the game. Some games are still tutorializing at you 30 hours in!