I have had the same feeling ever since playing​ 8. And it doesn't even need a STORY as its new main thing, just any sort of contextual framing device. There's definitely an odd uncanny feeling when a game looks so loving crafted and with state of the art graphics depicting fully realized and expressive characters, and yet provides you with zero context for what you're looking at. I mean sure, they just happen to be having a race of course, but it's still weird not being told "Mario amd gang are having a racing grand prix today, come and join" and then maybe see them celebrate the winner at the end. The presentation as it is feels like I'm playing a very large demo, utilitary menus for going to gameplay and nothing else.
There are oddities that beg some modicum of explanation, like Metal Mario being his own character, Pink Gold Peach existing as an entirely new thing, all the Koopa kids being here but some notable exculsions, and stages like the toy room where it suddenly seems the characters are tiny and maybe just a a depiction of a child's imagination.
I am not scratching my head and crafting dumb theories over here, but I just find it odd when ZERO exposition or establishing is done. Imagine a photo-realistic AAA serious war shooting game, but it has no spoken words throughout its whole campaign, and doesn't even inform you who the wareing factions are or why they're fighting.
