To pre-empt the obvious objections, no, not the Tetris, SimCity, Minecraft or NBA. Huge crowds keep following sports despite those games lacking a story. But they do have drama, which must be a reason why sport movies are a well known genre. There's drama in most games without stories, like in gambling, board games, esports, fighting and sport games. We don't need to settle the issue completely to say something about the excuses people make for bad stories in video games.
Civilization games are not telling a story. What has stayed with me as a player are the prickly situations my empire has been thrown into and how it either overcame them or perished. It's less of an example, to me, that games don't need stories than that a narrative can indeed worm itself into an abstracted strategy game.
We can go further: in fact Civ games are all about the the Myth of Progress. The game mechanics are built around that. You may not simply remain nomadic and chill. To remain in the game, you must Progress. Alpha Centauri has found cult popularity for developing a story into a grand strategy game, but a big portion of that was just developing an alternative background myth, one that is more legible as it's not a myth we live by, and filling in the details.
I'm not trying to read Tetris as an allegory for how life keeps throwing us challenges faster than we can keep up with. Video game stories and characters could be better, but aren't, and whatever is meant by 'gameplay' and story need not be in opposition. EarthBound uses phone calls to father to convey mood and save the game. One party member invents gadgets for player to use while the rest of the party sleeps. The whole gang recovers HPs, as is conventional for RPGs, but this twist also conveys something about the character: that he is a genius and desperate enough to help his buds to forego sleep at nights. The bottle caps of Fallout 1 serve as icons to an entire franchise, yet they're not much else but ordinary money mechanics wise. They're famous for showing that we're not in Kansas anymore, yet this place sucks in all the familiar ways. These are all little things, but illustrate how open the field remains. Gamers can and should demand more.