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I agree that the best example is a Mario game, where story is completely unnecessary. The only type of story needed in a game like this is a basic background for the action (i.e. someone stole our princess). Other examples of storyless games are of course puzzle games, party games, or anything that doesn't need to be taken 100% seriously.

Perhaps the issue is not really story, but cut-scenes. People are generally impatient and do not like losing control of the character if they do not care about the story involved. This isn't usually a problem for me, but maybe more games should rely on more subtle ways of telling the story that leave the character in control. There are games with fairly deep storylines which you can play through without ever having to pay attention to them. This kind of game would satisfy more people.

Ultimately, it comes down to what people want out of the game. Some people want a cinematic experience where they simply watch the game and see the storyline unfold. These people expect their game to be like a movie or book, with little interaction, and will enjoy JRPG's and visual novels. Other people want it to be all about gameplay, skill, choice, and player control. These people who want an active video-gaming experience will skip cutscenes and never read a word of dialogue. Most people fall somewhere in the middle.