Differences in game styles and different quality programming of the network code in the game (netcode). The concept of ping is the same for all games – how long it takes for data to go from you to the server and back – but how much that ping affects gameplay depends a lot on the game style and how it’s been programmed.
Some games let the game hide the lag more easily. For example, in a turn-based or strategy game, it doesn’t really matter if there is a brief latency between actions from different players. However, in a FPS game, latency is critical because if you are playing a small fraction of a second “in the past”, and you shoot at someone, they might have moved by the time your action makes it to the server.
There are ways to counteract this. Your game might “predict” what your opponents are doing to hide lag, or it might add an equal amount of lag to everyone. The exact approach that a game uses will affect how it “feels” when you’re playing with someone a huge distance away.
[Here](https://arstechnica.com/gaming/2019/10/explaining-how-fighting-games-use-delay-based-and-rollback-netcode/) is an in-depth article of how different ways of programming games affect the way they lag when you have a bad connection. It’s really quite interesting but hard to condense down to an ELI5.
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