"No, I'm not. I know that because I've spent time looking."
You have never read a book, attended a play, or watched a movie, have you? Games lack so much that can be found in these: complex characters (very few games have them), symbolism (can't think of any game, offhand, that utilized any metaphor or deeper storytelling techniques), social or political commentary, and more. I've yet to find a game that rivals something like Hamlet or 1984 or Catcher in the Rye in terms of sheer depth and meaning (though I have played games that rival the genius, just in terms of game design rather than story, which is what is important to a game). And I'll be the first to enjoy and appreciate and praise a story that doesn't necessarily have "deeper meaning", but even most books and movies that lack this have superior stories.
I'm not saying a game is incapable of this. I'm merely saying they seldom, if ever (I cannot think of an example), bother to make a complex and meaningful story.
Ian is right about game narratives. Most people interested in telling a narrative story go toward writing or something, rather than gaming; those mediums are better suited for it. I work on creative writing and film, and I really like games and would like to make them, but I realize that games are, above all, about game design. So I stick to what I'm good at, which is narrative.
Stories in games are basically people who make games giving an actual narrative their best shot. Some games pull it off really well, because really talented game designers can do that. But their true skill lies in game design, not storytelling.