I was also amused and touched by Kabuki Den. And I've thoroughly enjoyed exploring Neo Metal Fantasy's massive labyrinths and solving Anearth's intricate puzzles. And I don't need to be fluent in Japanese to appreciate Xanadu II's beauty, Emerald Dragon's score, Manji Maru's scope, Xanadu's level of difficulty, Blood Gear's action, Madou Monogatari's charm, Dragon Knight II's atmosphere, Brandish's ingenious stage design, Efera & Jiliora's abstract setting, Cosmic Fantasy 3's refined play mechanics... and Astralius' shark level.
There are plenty of elements besides story that can immerse you in an adventure.