Every rules system has an implied setting, by virtue of how points or abilities can be distributed. Even systems that try to be generic, incorporating all levels of ability and styles of play, are better at some settings than others.
(For the sake of the following discussion: a "trait" is a scaled quality that defines the character in itself, such as Strength or Dexterity. A "skill" is a learned ability, usually but not necessarily tied to a trait. A "talent" is an innate ability, usually not scaled beyond the ranking at which it is originally purchased)
GURPS, for instance, works better for "heroic mortals" campaigns - people like secret agents, adventurers, or starship marines. This is because of a relative amount of graininess in available traits, and how closely skills are tied to original trait levels. For higher level campaigns, like superheroes or psychic spies, a system like Hero 5th Edition (most famous for the Champions superhero setting). Traits can more easily be pushed to higher levels, and the greatest variety of options exists if you include powers.
FUDGE is meant for cinematic, "loose-rules" campaigns: attempts to boil it down to objective number-crunching are hindered by the fact that it doesn't use numbers. BESM, on the other hand, favors a closer touch at realism - though still tending towards anime-style adventures.
As such, there is no truly universal "generic" role-playing system. It shouldn't be hard to find a system to suit your setting, but not every setting can adapt to a single system. Bear this in mind, and invest wisely.