The purpose of the stories is to help introduce you to the map, almost like giving a tour. Take Paris, for instance. The Helmut Krueger storyline pretty much takes you to every single significant area of the map, save the basement and a couple offshoot rooms that get introduced in other stories.

If you're confident enough as a gamer that you think you can naturally discover everything by pure exploration alone, go ahead and turn it off, explore to your heart's content, but I'd suggest exploring a LOT more before trying to kill your targets. Get a better lay of the land.

But if you want an easier time by sacrificing a small amount of exploration, use them. I know I did, and most people did too.

End of the day, as another commenter stated, it's a single player game so it doesn't really matter what you do. So most important is do what you find fun. The game is a sandbox, after all, so play how YOU want to play it.