I've only completed the first three, but at least in those, the stories get progressively off the rails and weird as they go on, especially MGS2.

It's one of those weird things, because the stories are kind of incomprehensible, but they're compelling in the same way that a soap opera is; while you're watching and playing, the story is very addictive and it doesn't feel that confusing as it's going on. There are even evil twins!

The moment I turn the games off, I kind of start thinking "....what the hell actually happened there?".

They do try and have a moral associated with it (though they do one of my pet peeves and just outright explain the themes they're going for at the end), so it's not completely trivial.

The games are a lot of fun, and they are certainly worth playing through in an emulator or something. I've played through the first MGS three times, and the second one twice, and I thoroughly enjoyed them both times, even rewatching the story unfold.