I feel like a story either has to be BIG (like a multigenerational saga/Victorian novel) so the main narrative can hold up all the side plots and interconnecting relationships and characters who are important emotionally but narratively minor - or loosely connected/less structured, more connected storylets than a single overall narrative. Which is something that I think is probably hard to market, but it's the kind of thing people can get really into in collaborative writing setups, e.g., fandom (oh, I guess there is the concept of shared world anthologies, although I feel like ones that aren't tied to a more traditional property have tended to fizzle out).