Unfortunately that is true, there is't any story in most of the DLCs, I think there may be some tidbits as in a few logs but there is no story. I have yet to do them myself.
I have only done the Nostromo ones, which actually do have a little story to them, namely it focuses on a deleted scenerio from Alien where they managed to flush the Alien out of the vents and into the airlock.
The other one is a recreation of Ripley's escape I believe.