I don't think I've ever heard of someone describe a Zelda game as having a compelling story before.
They have great storyTELLING, I guess, since it's presented fairly beautifully, but "man wants to take over world, hero must stop him, princess also involved" is not... particularly revolutionary.
Successful stories are seldom revolutionary. What matters is, if it is well done. And Zelda was very well done all around. Graphic, music, sound, characters and yet unique enough, to create that franchise.
(I only played the gameboy version ages ago, but I still remember the atmosphere).