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KylieDog said:
Most game do. Gives purpose.

A purpose doesn't necessarily have to be a story.  It could be something simple as a goal.  This goal can be to change a game environment to match a certain objective, or defeat an opponent using the environment.  What also gets lumped into games are sandbox games.  These include games in the sim series, where you are a god over the environment, or one where you just jump around and explore and shoot stuff, like in Crackdown (or the original 2D GTA).  And games that rely on what I just wrote don't necessarily have a story.