It’s possible to rationalise anything, yes. If the story/setting is built that way and you want to play a character such that it happens to make sense.

The complaint I had was that the setting in the opening of Bioshock didn’t really offer any convincing hooks at all for a normal person to want to do the things you have to do to progress the game – that’s the annoying part, feeling railroaded into doing things that feel like they make no sense (even if you could theoretically come up with a character bio where they would make sense… or in the case of Bioshock, if the character is later revealed to have hidden motives you had no idea about at the beginning).