May i remind you that, you don't play games like those anymore. That's why they now make FPS games with great stories.
And that's completely fine. What I mean to say is that a deep story shouldn't be included... just for the sake of having a deep story. I mean, look what happened to Metroid: Other M and Duke Nukem Forever.
A deep story would kinda contradict the crazy gunfights, zombies, robots, etc, that i expect from Wolfenstein. It's hard to take seriously. And as fun as Painkiller is... it's story SUCKS.
I also think games with deep stories but crazy game mechanics would benefit from toning down the crazy gameplay. Take Bioshock Infinite, great game, but it's a little immersion breaking when you walk into a candy store brandishing a chaingun (and are probably COVERED in blood) and nobody seems to give a damn.
Sometimes, I just like to play games for pure, unadulterated fun.