I'm sure some do, but also I know some don't, because I typically don't. There are (rare) exceptions, but most game dialogue is predictable and boring, and so after the first couple of screens I will just hammer whichever button to skip the dialogue as fast as I can, repeatedly, until the dialogue is gone whenever it pops up.

> There are (rare) exceptions, but most game dialogue is predictable and boring

I guess this depends on the genre. For point&click adventure games and visual novels, the situation that game dialogs are predictable and boring occurs much more rarely.

Fortunately, these days it seems more common that games highlight important pieces of information in the dialogue, so you at least get the important keywords.

I used to be very much into the story in video games, but at a certain point the overwhelming majority have become so generic and dull that I no longer bother. The biggest offenders are the ones who throw an insane amount of exposition at you before you even start playing. I remember one where I was pressing “A” furiously for minutes, with no way to skip, before anything even happened. I eventually quit the game and ended up returning it without experiencing any gameplay.

A great example of how to do this right is CrossCode. It throws you directly into the action and shows you “this is how the game is going to feel” from the get go. Then it pulls back and gives you the story and a tutorial before carrying on. It was super effective on me. Because in the first few minutes I immediately got a taste for what was to come and liked it, I became much more interested and patient in experiencing the story.

https://en.wikipedia.org/wiki/CrossCode