No, you are not alone.  However, it is a strategy game and not a novel.  If you really want a story, I recommend some good science fiction such as The Mote in God's Eye.  (Why that book hasn't been made into a movie yet, I have no idea.)

But just to be clear, you're not alone, but not everyone wants one either. I don't really want one because the lack of story allows you to tell the story through all the games you play. That and most RTS campaigns tend to be a waste of time in my opinion. Indeed the Devs have said they would like to do a campaign, but only once they have the technology and resources to do it properly. Currently the Sins engine and the average computer are not at that point yet.

That said, we were supposed to get some sort of special "scenarios" with some sort of trigger system in Rebellion, but sadly we've yet to see any of this and I hope it hasn't been canceled.