No, the campaign had a story. It was vastly underwhelming, did a poor job explaining the in game universe, and never got around to answering the importance of what we were doing, but it was there.
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They don't have time to explain why they don't have time to have the story in game.
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I could tell you off all the cool crap and terrifying enemies in the grimoire, but the children are frightened anyways.
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The campaign did not have a cohesive story, it had missions and this and that but that barely qualifies as a story to me.
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It had a cohesive story, it just wasn't good. I understood the story they presented fairly easy....mainly because it was stupidly simple. You're mistaking quality with existence.