Personally, I think an admirable quality of some games is to really stay games, without making use of excessive cutscenes, written back stories, totally scripted and linear dialogue and explicit milestones, which are all things that more often than not detract from the immersion. If you can make the plot develop through gameplay itself rather than sifting through pages of back story or hours of cutscenes, you are doing a Good Thing.
On the other hand, I enjoy some games that have movie-like qualities, but they mostly get away with it because of some brilliant gameplay element.