Oddly enough, there is one, sort of. Delivered through a cut scene at the beginning of championship mode, the plot goes as follows:
Just as a regular, human-filled soccer match is about to begin in the town of Whereverthehellmegamanisset, dozens of explosions rock the stadium. Dr. Wily's robot army, evidently lacking anything better to do and of the opinion that a soccer stadium has some sort of underestimated strategic worth, have attacked and taken over the stadium.
Back at Dr. Light's laboratory, he, Roll, and Rock (still a civilian at this point) watch the news report, horrified. Knowing that only Mega Man can stop the armored menace, the good doctor upgrades Rock into Mega Man, and evidently gives him some sort of useful soccer programming.
Then, Mega Man heads into the soccer arena and decides to defeat each of the eight evil robots in a fair soccer match instead of shooting them in the head as he would normally do. Don't ask why.
My experience with soccer both real and virtual doesn't extend beyond Mario Strikers Charged for the Wii. As such, it's difficult to replay Mega Man Soccer without drawing some inevitable comparisons.
For instance, each characters gets their own Power Shot. An intensely powerful kick different to each individual character (Mega Man shoots the ball from his Mega Buster, a bunch of skulls rotate around the ball as it shoots toward the goalie when Skull Man does it, etcetera), the player typically only gets two Power Shots per half since they're more or less impossible to defend against.
In the championship mode (which has no ending, by the way -- once you beat Dr. Wily's team at the end, you get unceremoniously kicked back to the title screen), defeating a particular enemy will allow you to populate your team with him. In other words, if you beat Cut Man, you can thereafter put Cut Man on any position on your team. It's basically the soccer equivalent of Mega Man absorbing his enemies' blaster powers and it adds a pretty nice sense of escalation to the campaign mode.
Speaking of characters, Mega Man Soccer has a lot of 'em. You can play as Mega Man, Proto Man, Cut Man, Elec Man, Bomb Man, Ice Man, Fire Man, Bubble Man, Flash Man, Air Man, Wood Man, Needle Man, Top Man, Snake Man, Gemini Man, Skull Man, Toad Man, Dust Man, Pharaoh Man, and Enker. That, my friends, is a hell of a cast list.
Beyond these Mega Man-esque little changes, there's not much to say about it -- it's soccer. You pass, punt, and shoot, and when you finally make a goal after three hours of athletic cockteasery, you're more or less required to shout "GOOOOOOOOOOOOAL" in a tired, quasi-racist mockery of Brazilian soccer announcers.
Granted, the actual soccer mechanics could use some work -- the slide tackle is horrendously inaccurate for everyone but the CPU -- but considering the era in which the game was released, Mega Man Soccer was a pretty solid fantasy sports game.
Why you probably aren't playing it:
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