Two things. First, a story has been created, but it was not Narrativist play unless the behaviors/goals and so on actually prioritized it, as I said above. It still may be a fine story, produced via non-Narrativist means. Second, YOU may not have created it at all. In Call of Cthulhu play (of the classic, absolutely-faithful to text method I have been doing lately), a story does indeed emerge, but none of the players have had any but the most superficial hand in creating it. We have, at most, colored in designated spaces.