Well, yeah. Most games do not tell stories well, develop characters well, or pursue interesting themes well. This becomes all the more true when you look primarily at mainstream games. But it's no big deal; unlike a novel, narrative is only one part of the whole for video games.
Despite that, though, I can't agree with those whose answer is "lower your standards". I'm perfectly happy maintaining high standards for narrative, and just seeing game stories as they are (i.e., usually quite poor). It's perfectly possible to still play games, even narrative-focused games, and appreciate them purely for the things they
don't suck at. At least, I often do.
Take, for example, Danganronpa. I enjoyed that game quite a bit, even though its narrative is garbage.
Instead of the paper-thin tropes and 2edgy4me chuuni fluff, I enjoyed the game's aesthetics, mechanics, and puzzles. I would love to write a case study sometime on the difference in player response between cross examinations in Ace Attorney and nonstop debates in Danganronpa; with one or two small mechanical changes, Danganronpa presents gameplay that's 90% old in a way that makes it feel 100% new. I appreciated that a lot. It's really cool! Sure, the actual murder mysteries and their solutions don't stack up to some novels I've read, but that doesn't mean the game is worthless. On the contrary, I think it brought a lot to the table for the adventure genre. I'm glad I played Danganronpa, and I wouldn't ask for my time back.
There are other things to talk about here too (games without much traditional storytelling, games which lend themselves to the creation of personalized stories, games which actually work quite well as genre fiction, and more), but the Danganronpa angle is one that I find myself taking more and more often these days.
I think imagination is a key factor that helps me enjoy some games to. Like older RPGs I tended to enjoy but I think it was because I kinda imagined how I wanted the characters to be and such. Later when RPGs got a lot of cutscenes it was like no... nooooo ... your ruining it for me whyyyyy.
It was like they took that part of the game away from me. Here I want to imagine my character is all cool and shit but then a cutscene pops up and he seems like an over emotional jerk.
Well hey, on the plus side, those RPGs haven't gone away. Pick up an Etrian Odyssey game or a Pokemon game sometime. You'll probably enjoy it!
Or maybe even better, give tabletop gaming a try. It doesn't even have to be an RPG; personally, I find games like Magic: the Gathering great for roleplaying.