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The problem with games like Gears, is that they try to have an engaging story, but fail.

Mario games do have a story/setting, but it isnt championed by Nintendo. Gameplay and fun is held above everything else, and rightly so. The story is there, but its not trying to engage you half as much as a game like Gears.

As proof of a JP game that got trashed for story, I could point you towards the biggest - Final Fantasy XIII.