I was told recently by a friend from home, an exceptionally talented blogger whose work can be found here, that what makes a good story has a lot to do with how badly the author wants to tell it. If it's something that is there to take up space it is noticeable and it's probably not going to be as entertaining as something that the author really wanted and was excited to express. It kind of goes along with that quote, I can't remember who wrote it or how I found it (you could probably find it here), that goes something like "there is no story so exciting that it can't be made boring. There is no story so boring that it can't be made exciting."
Just something to think about, I guess.
To be honest, I don't necessarily agree with Kleon that the work doesn't speak for itself. Maybe not always, but it can and it mostly should. I guess the closest thing I could relate it to is photography. Of course a photograph doesn't tell an entire story, the situation/emotion behind the shot, or whatever else. These things can be really irrelevant though. Sometimes I think that can be part of the work too: others projections onto the work.
But anyway, here's a picture taken by me. The "story" behind it that one wouldn't get by looking at it is that it was on a pretty life-changing train ride. It's somewhere between Austria and Slovenia and was one of the best moments of my life. However, I don't think this information is particularly important to the photo.