As someone who has a giant soft spot in her heart for Duke, what story is there to tell?
Duke Nukem is a simple man. He's here to fuck up alien bastards(for taking the babes, crashing his ride, generally existing), save attractive women, and maybe remember to pick up that pack of gum on his way home.
He's not really even a "character", he's a walking embodiment of 80s and 90s machismo with big guns and less plot than the typical comic book of the time. He's a machine built for one-liners. He's a never-ending thoughtless action flick you love because it takes so little actual thought to enjoy.