Stop playing CoD then
Plenty of games with great stories. Way too many to list.
Sure the quantity of dialog/exposition is going to be less than a film or a book, due to the medium being entirely different in nature.
And of course nobody needs reminding that the majority of films are either plain awful, or have silly/implausible/non-existent plots. Entire genres of films have no need of a plot whatsoever, and ditch it entirely in favour of action scenes. Yes there are games like this too.
But just as their exists the occasional diamond of a film with a fantastic plot, so there are example of games with fantastic plots.
e: Two games I completed recently with good stories: Soma; Fran Bow. And that's just two off the top of my head from the last few months.