I agree, but a compromise does have to be made, if a game has a story it's making me be something i did not choose, of course there are varying degrees of how intrusive stories are to the sandbox experience, but i believe that games have stories nowadays for the most part because the technology does not currently exist to make truly spectacular, dynamic worlds.
If a day should ever come where technology allows for amazing complex calculations to make living, breathing worlds that react to everything a player does instead of dictate to a player what they should do, then pre-written stories will feature far less in games and be found in mediums that are more traditional for stories such as books and films.
Sandbox has no end, stories have an end, there is an unavoidable clash there.
Once again, just my subjective opinion of course!