What is it we find so fascinating?

"They're a tangible proof that storytelling can be something more than mere entertainment," it occurred to me to say to him. "Something primordial, something that the very existence of a people may depend on. Maybe that's what impressed me so. One doesn't always know why one is moved by things, Mascarita. They strike some secret chord, and that is that." (Llosa, 94)

Every single human, who has been, who is, and who will be, has had that chord struck. Some story hits them so deeply that the chord is hit and the harmonious sound of understanding resonates so completely in them that you can't speak. You can't explain why you were so moved by something, you just were. You just are.
If storytelling was all we had in this life, that would be enough until the end of time. The stories that stem from the very being that each individual calls their soul have enough vivacity and momentum to keep our very selves alive for generations to come. This storyteller that Saul so deeply tapped into is found inside of every single one of us. The storyteller is born with us, and thrives on our past, present, and future. The storyteller begs to touch the earth again with each step we take. The storyteller yells through the barred cage our ribs have trapped it in, yelling to be let out, begging to be heard. The storyteller invades our mind and brain, making it's way through our hippocampus, vividly recreating every influential memory, pervading any thought of contentedness we might have with saving our story for another day. The storyteller resides in our mouths, asking questions and forming opinions, never listening, just waiting for its turn to talk.

Stories are more than mere entertainment.
Stories bring us life. Scheherazade would say that stories saved her from death. Asclepius would say that stories can bring you from death back to life. Jesus would say that stories keep you alive after you die. And I would say that the best gift you could ever give someone is a life full of adventures, or as Mascarita would say, a life full of stories.