A good marriage between the player's skill and the role-playing, all facilitated through the sandbox. There is little to no contrivance in the role-playing.
Want to fight for your nation? Better be good at PvP, learning the intricacies of many ships and its fittings at different scenarios and battle composition. Want to be an industrialist? Better be good at logistics, at breaking down problems into a systemic process. Oh, that gate to such-and-such system is dangerous, why? Because it's a chokepoint and pirate-y players exploit that, so watch out. Just want to do PvE missions and no PvP? Better be content with only being able to face, quite literally, a lower class of humans in the strata (you practically play as a superhuman elite), and if you don't want to buckle when being faced fellow superhuman you better shape up.
Also a facet of EVE Online is simply talking to people: the people you face, and the connections you make--even this emphasis on connection still ties well into the game's setting as a hyper-capitalistic corporate game played among the universe's elite ("game" in the general sense), i.e. the act of playing that necessitates making connections is already role-playing even without the player's conscious effort!
There is no disconnect between playing and partaking in the, and making one's own, story.
It's just a shame that the multiboxing dampens a lot of that.