This is kind of off-topic, but both Murderous Ghosts and Dark World are apocalypse engine games that involve powerless main characters. I think I agree with what you're saying, though, but I'd add the caveat that any apocalypse engine game that uses playbooks is going to be about power fantasy, as one of their purposes is to give the PC cool stuff he can do, that other people can't.
That's a great caveat, thank you. I did have a moment of "am I talking out of my ass here?" when my mind wandered to Murderous Ghosts, but I felt like there's still something to the general thrust of the statement and so kind of wanted to leave it stand alone instead of enmeshing it in a thousand caveats (like, making sure that no one thinks that I consider calling AW a 'power fantasy' a negative pejorative, explaining why not, saying how big of a deal I think having to deal with other cool guys as part of a power fantasy actually is...), but that would have probably made it an unintelligible mess.
I also agree with you about prophecies, but I think it's not that it's hard to make an AW game in which true prophecies are a large part of the game, but that it's hard to make a Story Now game in which true prophecies are a large part of the game, because choices and uncertain outcomes are important to making Story Now work.
I don't think that's true exactly! You'd have to drill down deeper into what makes stories about prophecies tick, but you could do it. For example, Ben Robbins' Kingdoms have a character-class that is pretty much defined by having full knowledge of a world-defining event but no power to change it, which could very well support something prophecy-like. But I guess this is beside the point.
I'm a little bit struggling with the Dragon Herald, to be honest. This might just belie my lack of knowledge, of course, but while I can think of multiple characters 'out there in the wild' that are War Heralds, Outlaw Heirs, Wicker-Wises or Troll Killers, when I think of Dragon Herald, the only image that comes up vividly is Daenerys. Maybe also Arthur or Merlin if I squint? I like the playbook and am sure I could play it, but I don't feel 'free' around it, if that makes any sense. Like I'll always be making stuff up on my own rather than being able to borrow things from my memory when I get stuck.