There are actual stories being written as well, its just that there's a weird thing, related to the origin of RP here, where its (for the most part) set in one universe. The main thing of this is that characters carry over between threads, and as such, they usually post some reason for the character to be in whatever thread. That kinda wastes time at the start, but overall hasn't been an issue.
Similarly, many storylines unfold over multiple threads, with each appropriate thread being an "event" of some sort. Then there are some "casual" threads which are basically for character interaction without fighting or whatever, like that Crossroads you probably noticed.
However, threads of the more typical kind, like Temper's "Lets be Persona Users" thread pop up as well, only difference is that you typically have to specify that its self-contained otherwise people will get confused.