I feel like this couldn't have been true by 1995.
The market of RPGs specifically made in the west by 1995 is relatively limited. So, you cross out the biggest entries in that space and you will run out of options pretty quickly.
But the argument falls a little too close to "If you exclude the western RPGs titles with a plot, there aren't many western RPGs with a plot".
Quest For Glory series - https://en.wikipedia.org/wiki/Quest_for_Glory
Ultima Underworld - https://en.wikipedia.org/wiki/Ultima_Underworld_II:_Labyrint...
Darksun - (https://en.wikipedia.org/wiki/Dark_Sun:_Shattered_Lands)
Incredibly large number of ways to resolve any situation, and one of the best, and most flexible, opening sequences to a game that I've played to date.
The mainline Ultima series, notably https://en.wikipedia.org/wiki/Ultima_VII:_The_Black_Gate was 1993 and started to get heavy on narrative.
Ravenloft: Strahd's Possession - https://en.wikipedia.org/wiki/Ravenloft:_Strahd%27s_Possessi...
3 games in made back to back by that developer, all are worth playing.
The Summoning - https://en.wikipedia.org/wiki/The_Summoning_(video_game)
Predates Planescape Torment, but is in the same genre/feel.
Dragon Wars - https://en.wikipedia.org/wiki/Dragon_Wars
Open world RPG, fit on a single floppy disk. Start out as a slave, work you way up to leading (or suppressing!) revolutions. Less narrative heavy maybe, but still a great game, and one of the most groundbreaking IMHO. Needs more appreciation.
While I'll admit Baldur's Gate was a first for the very large amount of text included, it isn't like western RPGs were devoid of storyline prior to 1995.