In the third game, there was almost no plot; it was completely unnoticeable.
The plot can be conveyed not only through scripted cutscenes. In the third game, there is something called plot texts, as well as a manual that provides an introductory part of the plot. And if you don't ignore them, you can learn about the plot.
Added after 4 minutes
I meant something completely different from what you're talking about. And in Heroes, the campaign map is not a conquest map. Again, this relates to the plot. That is, you misunderstood that the list of campaign missions in the third game looks like a map.