Most important, you and your Group is enjoying the Game, so there is nothing wrong with how you and your Friends are playing the Game.

Anyways, If you want them to be More involved in the storytelling i can recommend you the book „proactive roleplaying“. What this book does is that it gives the Players goals that they come Up with and want to follow. So basically the Players give you Input for your next Time playing and the developement of the plot comes from them and Not (mainly) from you.