Well, yeah there is one main story usually that is quite complex and usually you´d better get on with it to access all of the map. I usually play through the story with any GTA/RDR game before I do anything else. With Elder Scrolls the main story is usually very short and there aren´t pre rendered cut scenes (and the main story of Skyrim is way way shorter than the one of GTAIV).
Kinda depends on your view of what defines story focused I guess.