Actually a story is just the relating of events. If you need conflict in a story to enjoy it, that's a personal preference.
I believe you and fanboy2000 are conflating story with
history. A timeline that relates the relevant events of World War Two is not a story. It's simply a recounting of events.
Stories require conflict. They require plot. With no plot, you have no story. Without a conflict, you cannot have a plot.
"I ate a bowl of cereal for breakfast today" is not a story. It's history. It's recounting facts. There's no plot there. Thus no story.
The idea that there is no story in RPG's before the PC's interact with the plot is arguable. However, there is a plot in just about every adventure to interact with. How the story unfolds is unknown until such time as you actually play, but, that doesn't mean that there is no story there. There's a fairly broad number of stories possible from playing "Keep on the Borderlands" but, the story "We went to the Caves, we kicked the collective asses of a large number of humanoids that were threatening the locals" is the most probable one that's going to come out.
Now, KotB has only the slightest glimmer of a plot, but, it does have one. Tissue thin and all that, but, it's still there. The conflict exists - on one side you have the Keep and on the other, the slavering hordes of humanoids just begging to be killed.
Hell, that's the basic plot for just about every zombie movie out there as well.

(I'm a huge believer that all stories are better when you add zombies and chainsaws.

)
But, the point is, the plot and story is still there before you sit down to play. Everyone knows that you are generally going to have Story X occur. Game play just nails down the details.