To be honest, first time round when I was chainsawing lumps out of Locust, ducking and weaving around Boomshots being fired at me and generally taking cover, blindfiring, aiming, sneaking around Troikas etc, I was so into the hiding and taking cover, so into the enemies and how I could kill them, best tactical positions etc I didn't care that there was no real story.
And not knowing what a Beserker is until it smashes through a brick wall you dived out of the way of a second ago is a hell of lot scarier than fighting one on the train at the end

Too much info would have spoiled the suspense