Sounds like a good idea, but there would have to be a lot of changes to the stories to allow for dialogue- for the games, the most part is running around and climbing, etc. This wouldn't translate well into graphic novel form any better than, say, an Assassin's Creed movie based directly on the game would consist of a whole hour watching someone climb.
As such, if there ever were any Oddworld graphic novels, they would probably feature new stories designed specifically for that format- the main reason video game movies never follow the plots of the games
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