There are hints of stories. No actual, complete stories to experience, though.
And even though I like Zereth Mortis aesthetically, I stopped giving Blizzard any benefit of the doubt when all their sophomoric metaphysical tripe was actually put into the game. All of this stuff works best as a design document to keep certain elements of world-building cohesive. You don’t actually lay it out in the game.
Especially when it reads like something you’d see on the MySpace page of that one kid in high school who made Donnie Darko their religion.