Even a conversation between two people will be a story. Think why would you or anybody else for that matter, want to film something so boring. If it’s not boring then it must contain a story, even if it is a related one. All conversations are about something. So if it’s well written it will grab, hold and draw the audience as does a conversation when you overhear it, in a pub, on a bus, whatever. What you are talking about is done and is normally called a sketch. Watch the Two Ronnies for examples.