You're not playing Aloy, you're embarking on a journey with her. That's the difference.
One of the things the writers, production, and Ashly Burch (Aloys Actress) really nailed is getting the atmosphere of this game right. I have never ever in my life cared so much about a character that I'm not playing, but essentially joining her on an adventure.
Aloy is unlike any other main protagonist I've ever played. She speaks to you while you're out in the wilderness, trying to solve puzzles, or trying to defeat a machine.
In my humble opinion I have played Horizon Zero Dawn, Horizon Forbidden West, and felt a connection with this character more as a companion and a friend (is that the right word???) than I have any other character I've played. That is one of the most powerful aspects of these games, because she's smart. Smarter than me. That much is certain. I like that.