One reason might be related to his sense of responsibility. Naruto feels a huge obligation to protect the village and his friends. In fanfiction, when things go wrong or he fails in some small way, he could start to feel undeserving of all the good things in his life. He might think that if he can't fulfill his duties perfectly, he doesn't deserve the love, the power, or the status he has. Also, his own high standards for himself, which he has developed over the years of trying to prove himself, can make him feel unworthy when he falls short in any way.
His humble beginnings can be a factor. Naruto started from the bottom, as an orphan with no family support in the village. When he suddenly gets recognition in fanfiction, he may feel it's too much too soon and that he doesn't deserve it. Another aspect could be the guilt. If something bad happens to the village or his friends, he might blame himself and think he doesn't deserve any good things as a result.
In some fanfictions, Naruto might feel left out because he has a unique background. He was an outcast in the village at first. Maybe the other characters in the fanfic are forming groups or having relationships that don't include him. For example, if there are new teams being formed and he's not part of them, it could make him feel left out.
In some fanfics, Naruto might feel unwanted because the author wants to explore a darker or more angsty side of his character. They may show him being excluded by the villagers even more than in the original story, perhaps to create a different kind of character development arc where he has to overcome not only external enemies but also this sense of being an outcast within his own community.
Maybe Percy feels worthless because he constantly compares himself to others. In the fanfiction world, there could be characters who seem to have more power or popularity, making Percy feel inferior.
Maybe it's because of something he did that had unexpected consequences.
One reason could be the epic nature of both. Naruto has a grand story of a young ninja's journey to become Hokage, facing powerful enemies and saving his village. Similarly, Final Fantasy often features heroes on a large - scale quest to save the world from various threats.
Percy is very brave. He doesn't hesitate to jump into dangerous situations, and Annabeth knows that he'll protect her. So his courage makes her feel safe.
One reason could be its complex web of characters and plotlines. Fanfiction often features a large number of characters with their own stories intertwined, just like in Game of Thrones. There are so many different houses, characters, and sub - plots that it gives a sense of being a creation by a passionate fan rather than a more streamlined traditional narrative.
Well, it could be that the fanfiction author has created a unique backstory. For example, Snape could have saved Hermione's life at some point in the past, and she now has this deep - seated sense of security around him. Also, he might be a source of knowledge for her, and his presence, while initially intimidating, becomes reassuring as she realizes he won't let harm come to her in matters related to magic and the school.
In fanfiction, Hermione might feel protected by Remus because he is a skilled wizard. He has experience dealing with dark creatures and dangerous situations. His knowledge and abilities can give Hermione a sense of security.