All narrative art is storytelling, though. Even Stan Brakhage at his most avant-garde was engaging in storytelling, just in a deconstructed, abstract way, like what Rothko's art was to portrait painting. Humans are wired to find cause, effect, and meaning in everything they experience. And that's all story is: cause, effect, and meaning.
Of course some things will click with you and other won't. Everyone has different tastes, different experiences, different contexts... I would just argue, and continue to argue on and on ad nauseum, that it's precisely the theme, the meaning, of the work that you're clicking with or not. Whether it resonates or not is dependent on your individual relationship to the themes at play, and your conscious or subconscious perceptions of how well the film illuminates them, but I don't believe you're experiencing anything sub- or super-thematically. Theme exists within all aspects of story, and story exists within all narrative art.
It seems like what you're reacting most strongly against is when films explicate their themes too brazenly, and that's a totally valid stance, which I completely agree with unless it's done particularly well, which I personally judge It Follows and Ex Machina to have done. Shouting your themes through a bullhorn is a risky maneuver, and I understand if some people will, as a matter of course, object to being shouted at.