Can you provide some examples? I don't remember Turok or Unreal having gripping stories.
https://en.wikipedia.org/wiki/Pathways_into_Darkness
https://en.wikipedia.org/wiki/Marathon_Trilogy
The stories of these games have been the subject of discussions for many years.
http://marathon.bungie.org/story/
You may know Bungie as the studio behind Halo: Combat Evolved (2001) and subsequent games.
Before Microsoft bought Bungie, They open sourced the Marathon code and gave the game data for free. Luckily people have been working on bunch ports for modern OSes: