"All three have better stories than what passes for good movies these days."
You don't watch enough good movies.
I haven't played much of MGS, but from what little I've seen and what I've heard, the story is actually rather ridiculous. The gameplay didn't look spectacular to me, either, but that's another issue entirely.
Also, I think you're too hard on movies. First off, it's a sweeping generalization to say that Hollywood churns out filth; I'd say more crap games come out than crap movies. In the past year we've seen Jarhead, Brokeback Mountain, Crash, 40 Year Old Virgin, Wedding Crashers, A History of Violence, Munich, Lion Witch and the Wardrobe, and several other great movies. All of these are Hollywood caliber movies and they're all (by either my seeing them or word of mouth) very good films. It's easy to see Big Momma's House 2 and say all Hollywood movies suck, but the fact is that's just not true.
Now I'm not arguing that these games aren't better than some films. But games have several advantages that movies do not. They can be up to 50 or so hours long, if the developers so choose, rather than just two. They have optional side stories. That's a lot more potential content and storytelling time.
I consider all creative mediums to be equal, and the individual products of those mediums have varying quality. It's true that a lot of story-driven games are lacking in gameplay: Eternal Darkness and Killer 7 are both exquisite stories with mediocre gameplay.
"These games are rarities, I know, but they do a damn better job than most movies of grabbing their audience and making them care about the experience."
Full Metal Jacket grabbed me more, far more, than any war game I've ever played, period.
Pulp Fiction and Snatch and Layer Cake and Resevoir Dogs and Lock Stock and Goodfellas and the Godfather far more than any crime game that I've ever played.
On the other hand, Killer 7 is the most weird, psychadelic experience I've ever had with a creative work. And I've seen Godard and read House of Leaves and Tom Wolfe's The Electric Kool-Aid Acid Test, Donald Barthelme and all the rest.
Metroid Prime one of the most immersive faux-realities I've experienced, and one of the most interesting methods of storytelling I've encountered.
Link's Awakening is one of the most powerful endings I've ever seen, one of the most memorable experiences I've ever had overall with any sort of creative work.
One's no better than the other, it all depends.