Because the story straight up doesn't matter in a lot of games, or is really bad, or both. I wish I could skip the cutscenes in Max Payne 3, which is otherwise one of my favorite shooters.
They actually do matter quite a bit in mgs, because they will often explain just what the objective is for a given moment thay isnt obvious in any way beyond listening to the story. Example - finding the guard with the key in peace walker by listening for a quetzal, or listening for the pacemaker in mgs2, or finding the codec key in mgs1.