Only if story progression was the reason we played through stages, but that's not why we do it. The enjoyment is found in the excellent level design and how we choose to explore it. Of course, there are games who use both ways of encouraging us to play through them *coughHalocaugh*, but unlike Mario they are dependent on a deep story. Add too much story to Mario and we would have a new Super Mario Sunshine.
(I know you like that particular title a lot, but evidently the masses didn't) :P
Maybe they want Mario to be more like MGS4? Run to the right for 2 minutes - Jump on the flagpole - 40 minuts of story.
The rEVOLution is not being televised