I mean, are we talking about "completely absent a story" or "lacking a compelling story?" Crystal Project is a game that barely, at all, has a story, and it is very much an RPG (in particular it riffs off of Final Fantasy V). Same with Legend of Legacy, and most early dungeon crawlers, which basically have the thinnest of excuses to go digging through dungeons. But then, the same could be said of the original Super Mario Bros. Few video games completely lack a story at all; Pong, most sports games, maybe?