I would say that running around, blasting aliens in Mass Effect or chopping people's heads off in Dragon Age would be boring without the plot. They create a massive universe, make the characters vivid, deep and personal, have moral choices and twist and side-quests that affect how the rest of the game will play out. This is why any Mario game will probably never be on my list of favorite games (well, my favorite game is Burnout 3, and that has no plot. Acceptable for an arcade-racing game though).