Try taking him down a path justifying his inclusion of the information that he never gets a chance to finish his story. He'll soon learn to leave out this part of the conversation.
Him: So I was driving past this purple woman the other day and she had a flat and I knew she wouldn't be able to fix it so I....
You: Wait, what? How did you know that?
Him: Because it was a woman.
You: Wait, do you think all woman don't know how to change flats? You do realize I do, right?
Him: Well back to the story, so I pulled over and...
You: Hold on, why did you include that she was purple, does it matter in the story? Or do you just think purple woman don't know how to change flats.
Him: Would you just let me finish
You: Well no, because your story is confusing me already and I'm trying to clarify. I really don't understand why her being a woman or being purple has to do with the story and it would help me understand if you could explain that. I don't like being lost when someone is telling me a story. Why just the other day, I was talking to Darla, Mother in law, you remember Darla don't you? She's my purple friend. Well anyway, I thought you'd remember her. DH, you know Darla, right. Yeah, she's real sweet and works with me at x. Anyway, she was telling me a story about her grandmother and she used a term I didn't understand and she had to tell me the story 3 times before I realized why I wasn't following her. Oh gosh, what were we talking about that got me started on Darla. Oh yeah, you were telling me about the purple woman with a flat. Now tell me again why it's important for us to know why it was a important to know it was a woman and she was purple.
Him: Never mind.