I feel cut-scenes are important, and they should exist even in games that don't really strive to tell a story. Why? Because it helps set the tone, the mood and the style of the game. It gives you a connection to the game beyond simply pressing keys and watching the results. It also helps you identify your game instead of (using the example in this thread) just being another GTA clone. If someone wants to play GTA for the gameplay, they will just go play GTA... which are free now. You have to do more than just add one or two things to the gameplay that differs from the actual GTA.
If a game won't let you skip a cutscene and it bothers you, you are playing the wrong game to begin with as it is one placing an emphasis on story.