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In "End of Innocence," in the flashback, Graham Ashe emphasizes to Duncan that you shouldn't live to fight, that you should fight to live -- ie., survive so that you can partake in other aspects of life. Duncan has taken this advice and run with it -- he plays the Game when he has to, but he has also taken advantage of being alive: he has loved, studied, interacted with the mortal world on a wide scale.  He has *participated*.

I venture to say that Connor, on the other hand, lives to fight.  Now, I don't perceive Connor to be a headhunter type -- he's not cold-blooded enough to seek out the power of the Quickening for its own sake.  But Ramirez impressed upon Connor that his duty was not necessarily to win the Prize, but to protect it from falling into hands which would "leave the world in an eternity of darkness."  In other words, Ramirez advised Connor to "live to fight" -- or, more specifically, to live to defend the Prize.  (In HL3 Nakano, to a degree, reinforced this idea when he said Kane was evil and could not be allowed to be the one to win the Prize.)  And since involvement in the mortal world would mess with your emotions -- and therefore your concentration/focus and ability to defend the Prize -- it was best not to get involved with it.  (Which Heather's death reinforced in Connor, down to the depths of his soul.)

I get the feeling that Connor was more self-taught than Duncan was -- Duncan possibly had a wider range of teachers, and therefore was exposed to a wider range of thinking patterns from which to choose. Connor may have wandered the world as much as Duncan, but in terms of Immortal teachings, he clung to the ideas of his few teachers and did not do as much idea-seeking (in those terms) as his prot‚g‚.  Connor fought in mortal wars, but in terms of deep, meaningful human contact, Connor generally "stuck to his guns" and avoided involvement most of the time.  As we see in HL1, even 400+ years after the fact, Connor is still haunted by Ramirez's "ghost" (hearing in his head the advice Ramirez gave him long ago) -- he can't escape his teacher, or that initial mode of thought that was drilled into him.

I think the difference in the views of the Game lie not only in the teaching, but in the range of teachers and the dedication of each individual to those initial ideas about the Game.  Connor, perhaps, felt a need for direction and a cause (being a bred warrior), and therefore took up the defense of the Prize as his cause without a second thought.  Duncan, on the other hand, being raised a chieftain's son, probably couldn't reconcile himself with "just" defending the Prize and leaving the rest of the world to protect itself -- he was raised to be a defender of his people, and he couldn't leave all that in his past.  And perhaps Duncan (as a chieftain's son) was raised more to be concerned with the needs of others (his whole clan), while Connor (as a warrior) was raised more with the ideal/honor of defending a cause (also his clan, but in a different sense than Duncan).  (In HL1, before his first death, Connor was disappointed that no one would fight him in the battle -- he was eager to defend his cause and disconcerted that he could not do this.)  That single difference in upbringing may have contributed to Duncan's need to seek out other ideas about Immortality and The Prize -- Duncan just couldn't accept that his "only" goal in life was to fight to defend the Prize, even if in the end it would, in a roundabout way, be protecting his people; and that by "only" defending the Prize he felt he was being neglectful to others.

This difference in upbringing could also explain their differing attitudes toward mortals.  Duncan feels the need to be involved in their affairs, much in a paternalistic/protective sort of way; Connor does not feel compelled to be so much a part of the mortal world because it interferes with the defense of his cause.  Even though his cause leaves him lonely, withdrawn and melancholy, Connor takes it in stride, because in his view (as a warrior), the cause is the be all and end all -- it is all that matters.

(Don't get me wrong -- I'm not defending either view as "right" or "wrong."  I'm just tossing out the humble thought patterns I had today during my lunch break. :))

Guin