there's a really cool thing Blades in the Dark does where it hits you with the punchy setting description of "You’re in a haunted Victorian-era city trapped inside a wall of lightning powered by demon blood." but then immediately follows it up with an explanation of why that is:
The point of all this is to create a pressure-cooker environment for our criminal escapades. Traveling outside the lightning barrier is a very bad idea, so it’s impractical to “leave town and wait for the heat to die down” after you pull oﬀ a score. Everything the players choose to do has consequences for their characters and shifts the balance of power around in the city—driving the action for a sandbox style of roleplaying game.
i think this is really sharp, and it's a good example of what Blades is trying to do, which in some ways is to present the most elegant tabletop version of an open-world video game. the city's big and stuff goes down without you, but you're playing in a limited space and can't leave. it's why factions happen for the most part without player input, and it feels right for the kinds of story Blades is willing to tell.
more generally, i think one of the things that makes this difficult is that it's such a tough thing to implement story beats because it feels like it'll end up constraining creativity. i'm fine laying down gear because i'm confident if people want start calling my sparkshot guns like, boltspitters or something, they'll just do it and won't feel like they're playing the game wrong, but if i tell them "your story should integrate these tropes and these themes," they'll feel constrained by those beats? and i think the emergent narrative structure of play can be more interesting than the structure of a conventionally-told story, and i worry that sending people in aiming to capture those story beats might stifle creativity or limit people.