I've played a few open-world games and really enjoyed them, though the ones I've really enjoyed have generally received complaints about how little story there is to them.

The Saboteur is one example of this. Fully open-world, good enough story (for me, anyway), engaging gameplay, and still has received complaints in reviews about not having enough story.

Do open-world games actually need a full, all-encompassing story? Or can fun and engaging gameplay fill in the gap and let the designer get away with a slightly less complete story?