With this I mean, there is no papyrus nor clay to write down their stories, but Hattusa did write down their stories, about their gods and all, though they ended up thoroughly destroyed.
While Linear B is plenty attested, nothing has been discovered involving other things rather than "inventories". Might be that finally deciphering Linear A would discover us something, but it might be it wouldn't either. Someday it will have to be discovered what those tablets mean, however.
The great kings had tablets to write down as well as papyrus in case of Egypt, why was that never an option in Greece/Hellas? Hatti is in an eminently mountainous country but had access to tablets. The Mycenaean could use only stone. Clay tablets, papyrus, wax tablets, they were used by the different kings but not the Mycenaean ones, why? Or why it hasn't been discovered that there was at least some use of those materials in Hellas and it has been discovered for other countries? Does really all of this go back to "They were across the sea" and so unavailable to purchase despite ample evidence of Mycenaeans paying homage to Thutmoses III as Tajannu and the Mycenaeans bickering and calming with the Hittites?
I'm somewhat confused. The Linear B tablets are clay. That's why, for example, the Pylos tablets were preserved, because the palace caught fire and baked the clay tablets.
As u/XenophonTheAthenian pointed out, the Linear B tablets are composed of clay. In fact, in contrast to the Linear A inscriptions, which are found on a variety of writing media (pottery, stone vessels and altars, clay tablets, etc.), the Linear B corpus is remarkably uniform.
The Mycenaean use of perishable materials cannot be ruled out, particularly as the conditions in Greece are hardly ideal for the preservation of papyri, wooden tablets, or leather skins. Chadwick addressed the topic of perishable materials while discussing the limited nature of the Mycenaean archives (The Mycenaean World, pp. 27-28).
But the major gap in our knowledge is due to another fact that we can only infer: the existence of records on some perishable material, that was consumed by the fire which rendered the tablets durable. It is hard to believe that such careful accountants did not keep at least a summary of their operations from year to year. Yet is clear that the tablets we possess are all from the last year of the palace's existence, for their references to "this year" and "last year" would be meaningless if the records of several years were kept together in the Archive Room, and the presence of month dates combined with the absence of year dates also confirms this. Even the very forms of the signs with their elegant curved strokes and complex patterns suggest that this script was not designed for writing on clay. Pen and ink must have come as naturally to the Mycenaean scribe's hand as the stylus, and clay was obviously the second-class writing material which could be thrown away, or soaked, pounded up and re-used. Thus inferences from what is not in the tablets must be treated with caution; only in respect of the current year are the gaps in our knowledge sometimes important.
The superior writing material was clearly expensive, while clay was cheap. This suggests that although papyrus might have been imported from Egypt, skins of some sort are more likely. It may be not just a coincidence that in Cyprus, where so many Mycenaean traditions lingered on into the classical age, a school-master was called diphtheraloiphos, literally "one who paints on skins."
In her article "The Function and Meaning of Writing in the Prehistoric Aegean," Helene Whittaker concurs with Chadwick and discusses the possible use of wooden tablets.
Like papyrus, leather and parchment, wood has few chances of survival in the Greek soil. Evidence from later periods of Greek antiquity and from contemporary Egypt and the Near East shows that wood could be used quite extensively for different type of supports for writing. Wooden boards covered with stucco and textile, which could be written on in ink, were used in Egypt from the Old Kingdom onwards (Cribiore 1996: 65). For all we know, similar wooden boards could have been in common use on Crete. Numerous inscriptions on stone survive from Greece in the historical period, testifying to the use of writing in official contexts and public display. However, textual evidence indicates that large whitened wooden boards were also used for public notices in Athens (Thomas 1992: 83). None of these survives, but as pointed out by Rosalind Thomas, wooden boards rather than stone might in fact have been the main medium for official inscriptions. There is no reason why wooden boards could not have been used in the Bronze Age as well for a similar purpose.
As evidence, she notes that hinges similar to those of the Uluburn diptych have been found at Knossos and Zakro on Crete and Pylos on the mainland.