In the first example (the story where… ),’story’ is thought of as a place in which some events happened, and we want to talk about the events that happened in the story, not the story itself. Which is why wheres: it ushers us into the story, (which is metaphorically thought of as a place) to show us what goes on in there. Where relative clause can be rephrased into a in which relative clause: the house where

I grew up => the house => which I grew up in the kind
of story where you had to be there => the => kind of story in which you had to be but

a that clause is normally a statement about a thing (itself or something related to it), not what goes on in that thing (as a place)?

In the example above, B told the story itself. What happened in this story?

What’s the general rule about relative words where and this? There’s an exception to that rule, and that’s when the head noun (the noun described by the relative clause for the clause; e.g. , man in the man who came ) is place. More examples for this code can be found here. I’ll cite some authorities on this issue too.

• From A Student’s Introduction to English Grammar by Huddleston and Pullum,, p.2. 185 (adapted):

  The non-wh construction is not always available when the relativised element is adjunct (or complement) of place; the example a place (that) you can relax, with the head noun place, is perfectly acceptable, but in sentences with head nouns less likely to suggest location, this relative would normally be required. What is the web page where the claim was first made’, and not This is the web page where the claim was made’.

• From The Cambridge Grammar of the English Language, by Rodney Huddleston and Geoffrey K. Pullum, p. Relatives introduced

  by when … have non- wh counterparts, with or without that : I I haven’t

  • seen them since the day ..
    Relatives

  introduced by where don’t in general alternate with the non- wh type except where the antecedent is a very general noun such as place: i This is much better than

  • the hotel ii This is much better than
  • place applies to the version with that (? the place that we stayed last year ); the bare relative (the place we stayed last year ) is more acceptable.
    The restriction to wh relatives does not apply when where is complement to stranded at: the hotel where/(that) we stayed last year. Where… at seems to be a blend between where and which… at ; note that with in we can have which but not where : the hotel which/*where we stayed in last year.