The problem is not many people have this game, and it's not a known issue. Because something like this sounds odd (almost like user error) there aren't going to be many people volleying guesses.
The only thing I can think of is make sure you're using first controller to click on the story mode option. Sometimes games won't allow second player to enter story mode. Otherwise, it's just fiddling with things yourself or trying to find information that someone else played on story mode in Dolphin so that you can confirm its either on your end or other people are having the problem.
The only thing I can think of is make sure you're using first controller to click on the story mode option. Sometimes games won't allow second player to enter story mode. Otherwise, it's just fiddling with things yourself or trying to find information that someone else played on story mode in Dolphin so that you can confirm its either on your end or other people are having the problem.