I was using "story" in a much more general sense. Perhaps I should have chosen a different word. I saw a story as some bit of exposition devised to explain a process. In that sense, I would view the kinetic theory of gases as a story. A gas has pressure because all these tiny particles are bumping into the walls of its container. Temperature is related to the average kinetic energy of the particles. The point here is that we can't see these particles, nor can we directly measure their state.

Consider, in contrast, the presentation in Fermi's introductory Thermodynamics book. He eschewed an explanation of what exactly was happening internally and derived his main results from macroscopic behavior. Temperature was defined initially as that which a gas thermometer measures, and later on he developed a thermodynamic definition based on the behavior of reversible heat engines. This sort of approach treats the inner workings of a gas as unknown and only uses that which we can directly observe through instrumental readings.

I guess what I really want to distinguish are black boxes from our attempts to guess what's in the box. The latter is what I tried to encapsulate by "story".