Because videogames are made by videogame nerds who don't know how to write a good story.
However, a big problem is that you can't just tell a story in videogames. Either you let players do what they want to do (making telling stories very difficult) or you script everything perfectly and you make the game boring. Obviously those are two extremes, but you can see how developers aren't just telling a story, they are making a game.
Honestly, I think Miyamoto does the best job telling stories. Quick, simple, and he never lets you down 








