We are still trying to understand what makes for better "learning". If I practice the piano everyday, I will no doubt have a better ability to play, but I may not understand music theory. As a shameless plug, I am trying to add practice to be a core part of learning Computer Science and a link to my research platform is in my profile.
This is the same separate of vocational schools and coding bootcamps to graduate schools. The traditional 4-year school sits in the middle ground between application and theory and is probably why we have such difficulty deciding "success".
> to finish their long personal anecdote or humorous story I usually give up on the MOOC and go looking for a good textbook
This is ultimately student preference. Some students like a more affable teacher, some don't want a social-able instructor (so long as its not interfering). I will say that your post is confusing as you say you don't want instructor anecdotes but then MOOCs should be doing more for larger-scope community building.
I will argue larger-scope community building is difficult and MOOCs struggle with it; I would say because of its availability. It is harder to build community when the individuals come from such diverse backgrounds. Many factors can make it difficult to build bounds (social, cultural, temporal, etc.). Furthermore, you cannot control why the student wants to take a MOOC. They may not want to give that additional effort to community building for a subject they do not perceive as having higher priority to other life decisions.
I would disagree with "actually trying different approaches". This is being done and academic journals are trying to study them (the deadline for the Journal for Education Data Mining just passed). There are also non-academic approaches like Duolingo and Khan Academy, and they are trying different techniques as well.
Ultimately, there is no panacea for learning. We know engagement can lead to learning and therefore if we can maintain engagement, we might be able to teach. Community-building can be that engagement. Self motivation can be. At that point we need to research these things more to know for sure.