Guild Wars 2 and ESO are often suggested first when others look for PvE games. I have played both and neither suit me for different reasons. Guild Wars 2 felt like I was playing just to play at end-game. There were no goals, other than story completion and collecting cosmetic items. Elder Scrolls Online just felt bland. It had a ridiculous number of quests, but they were thinly-veiled traditional MMO copypasta fetch / kill X boars / postal service quests. The story in ESO didn't draw me in, so I was left with nothing to be interested in.
Please don't suggest Witcher 3. The combat felt awkward and unresponsive, and the level-based combat doesn't make sense for an open-world game.
I'm looking for some fun PvE combat and a story that is either very compelling, or can be ignored and still enjoy the game. The game doesn't have to be a MMO, as long as it has decent RPG elements, like character progression.