With indirect dialog, you can imagine each of the origin story characters saying various different lines in different ways. With direct dialog, you force every origin character to say every single thing in the same exact way, and thus has to be fairly generic to feel appropriate to any character, or you write 6 different lines for each origin, which is an obscene addition of work for relatively little pay off. Indirect dialog also allows for a more seamless integration of words, actions, and emotions.

I've found almost every line of dialog to be perfectly clear in the intent its expressing, sometimes clearer than could be written with direct dialog. And I have to disagree on third-person expression in tabletop. People speak about their characters in a third-person, indirect way all the time, even people who voice them directly most of the time. Someone might say, Johnny Two-Thumbs tells the baron where the cave is." Most people aren't going to say, "The cave is two miles down the road and then up the creek a ways, hidden behind some blackberries." I mean, some people might, but the third person version gets the point across plenty well and succinctly