I don't know. When you stop and think about it I am not sure you can really say that they all have really good storylines.
Take ff7 for instance which has arguably the best storyline out of any of the final fantasy games. When you stop and think about it what really happens during the game? Not really much at all. You meet the characters. They do a few backstories on them so you can get to know them better. Then they go from town to town searching for information about Sephiroth until at the end of the game they find him and defeat him.
Now I admit I really like ff7 because the characters are so well done and thought out. But when you think of the overall storyline what really happens during the game? The answer to be honest is not really a whole lot.
I think alot of people get drawn into the game because the characters are alot more developed than most other video games. But not really a whole lot happens during the game. They pretty much just spend the majority of the time developing the characters.