Let's say, in a sword-and-sorcery game, during a fight to save some villagers, the wisest and most beloved village elder is killed. The villagers are stunned. A cloud could pass in front of the sun at that point, throwing a shadow over the village. It would symbolize the villagers' sadness and perhaps yours as well, if you had found the old man endearing (which you would have, if the character was rich enough and the dialogue excelled due to the application to the NPC Rooting Interest Techniques discussed in Chapter 2.10).
After great effort and many struggles and battles in other portions of the game, you attain the highest rank a warrior can achieve. At that moment an eagle flies diagonally overhead in the sky. It's a symbol of your lofty attainment.
To reiterate: It doesn't matter if no one consciously notices these symbols. They deepen the experience nonetheless. They have emotional impact.