It might seem like an odd choice at first but, simply put, this is the best Final Fantasy film adaptation ever made. Much better than Spirits Within, Asgard has all the science fantasy trappings of pretty much any of the settings found in Final Fantasy 6 onward. What's more, the back story is all there in the now millennium old Norse texts, particularly "The Edda." Along with all those ancient tomes, over a half century of Marvel comics have been published on the character. In essence, The Thor films have their own extensive mythology, as well as recent history, making for fertile ground to tell an epic tale. Final Fantasy settings, by contrast, tend to feel a bit shallow when it comes to in-fiction history because with each new iteration the world-building has to be done from scratch.
When it comes to enemies, we've seen our share of Jotnar and Dark Elves in the film, but little in the way of Dwarfs, Light Elves or the Dead. There are lots of potential foes that have yet to be debuted because of the limitations of the film medium. Plus more time could be spent on fleshing out villains like Malekith. According to actors and the director, a large portion of Thor: The Dark World was cut in post-production because of time constraints and a desire from the studio to change the pacing and tone of the the film. Part of me wonders if the director's original vision was better suited to a video game.
Perhaps best of all though is that fact that Thor doesn't feature any of the J-Pop garbage or Harajuku fashion trends that seem to have consumed the double digit sequels of Final Fantasy. I'm not saying Thor doesn't have it's own brand of craziness, but at least the women of Asgard are wearing clothes that could be considered functional for leisure, battle or other day-to-day activities.