Thordan was fairly interesting (even if "the church is evil" is one of the most obvious plot twists ever for anyone who's ever played a JPRG before), but most of the Heavens' Ward were set dressing. Only three of them even do anything outside of the Vault and the Singularity Reactor. They get a little more story in Encyclopedia Eorzea, but that doesn't really help in the game.
I think the main reason Heavensward and Shadowbringers get higher marks, at least for me, is that they're clearly telling one story, rather than two. Stormblood has a very uneven split between the Ala Mhigo and Doma arcs, and Endwalker is pretty blatant about being two expansions crammed together, with both suffering for it, especially in pacing.