How about a game like Morrowind. The main quest wasn't even important, but the game world itself engaged you far more than any linear game. The story doesn't have to big immersive itself, the world should immerse you in the story. Morrowinf would constantly remind you of the overlying enviorment, about how the Empire rules you and Emporer himself as well as mainland vs natives motif which definately engaged me in a way that linear RPGs and particularly JRPGs couldn't. Creating an interesting and real world is much more dynamic than creating stories that work to engage the player.
And to that extant, stories that integrate well with their enviorments tend to find more success than ones that try and keep the story as overlying plots. In Morrowind, again, for example, you could ask anyone about the current goings on of your quest and they'd tell you what they'd know or the rumors they had heard about it. It was a bit repetitve after a while, but it definately served to make the game feel realistic. People actually knew about and cared that you were doing things in the main story outside of helping them with individual side quests.