well, it depends. i don't remember if you ever got to see chris cunningham's video for bjork's all is full of love when we were in venice (i distinctly remember seeing it on show at the biennale, and doing so alone, but you might have gone on another day), but that's something that left me absolutely transfixed for about two hours. i got a copy a few weeks ago and still had to see it three or four times before i had enough. the same applies to a few of the videos that were made by someone whose name on teh intraweb is kristin1228, who did evanescence videos with scenes from the silence of the lambs dvd, although that was not exactly music videos in the classic sense, more like short features. another very amazing video is the one for body count's the winner loses, and also david bowie's jump, or nearly any eminem video, just to mention stuff off the top of my head. if a video tells a story, i personally like to watch it multiple times, a bit like listening to a song multiple times.
on the other hand, such videos are few and far between: there is not a single bad religion video that i can watch without feeling mildly discomfited, AFI's video for silver and cold was really ludicrous, etc... and most are just plain boring. for this large majority, what you said applies.
