Folks who say RPGs tell stories are using a more colloquial idea of "story" that is not quite the the same as the specific definition used by people engaged in storycrafting as an occupation. (Seriously, look up "story" in any random dictionary.) In ordinary usages, story is just narrative about people doing things, maybe with a little nod to "fiction" or "amusing" or something; plus there are a number of other specialized meanings, as well. Which is why we routinely use the word story to refer to all sorts of narratives, including: novels, kids playing with dolls, newspaper articles, scripts, convoluted lies, epic poetry, travel logs, biographies, RPG narratives, parables, historical accounts. (Hint: history)