Patently false. Again, there is ALWAYS information you can get if you go deeper than the story, this is true in basically any piece of media or fiction ever. That information may or may not be available, but it's always potentially there. For instance, is there a reference of every last detail of the history of Star Trek out there? Yes. Even if there weren't, it wouldn't be important to watching and enjoying the plot of an episode of the series. For all I know there is no extended fiction in say, Pacific Rim (I don't care if there is, that's not related to the point), but you certainly don't know every detail of every single thing in the movie. If someone published material that went into those things, then sure you could say 'the movie didn't give you everything' but the movie gave you everything directly related to its plot, which is vastly different.
There is a big difference between knowing who the Covenant are, what they're doing, what the Halo rings are, what 343 Guilty Spark is, who Cortana is, who Keyes is...sheesh I have to stop myself here. ALL OF THIS INFORMATION it presented organically through the gameplay of the Halo series. This information vs the exhaustive potential backstory of all of these elements, are not the same thing. If you met Keyes and it just said "I'm Keyes, let's get a move on" and then shuttled you to a mission with no actual information besides Dinklagebot, and then a card that said 'visit bungie.net to learn anything at all about Keyes' that would be more analagous. That's not what Halo does though, so stop trying to pretend it is.
I don't think anyone is going to say that Halo is the greatest piece of fiction ever written or anything, but it is a compelling universe (which Destiny should be on a surface level) that gives you ENOUGH information to understand it, that's the key here. The video of the GDC worldbuilding has it right on the money - you don't need to answer all of the questions,but you do want to hint at enough for players to want to know more. You have to give them SOMETHING though or they will not give a single fuck about what is happening. Going "Man the Covenant are cool" or "They keep talking about these Forerunners, and I know sort of what they are, but I want to learn more!" is not even in the same ballpark as having no vested interest in what is happening because none of it is presented to you in game.
Edit: I'm not even sure I've played Halo 1 in the last 10 years, and I could still tell you (vaguely) the entire story. There are people that beat Destiny yesterday that don't know what happened at all. That is a problem.