I think it might be that the man in the story has lived a life that's so ordinary or unexceptional that there's no obvious story to summarize. Maybe he's just been going through the motions without anything truly memorable happening.
Well, 'The Man Who Had No Story' could potentially be about someone who has gone through life without any remarkable events or adventures to tell. It might explore themes of anonymity or the search for meaning in an otherwise uneventful life.