I'm sure you saw the cutscenes at the beginning, which I don't fault you for glazing over due to weird backwards forgotten language with two voices jibberish and general weird language choice. It was pretty clear that he was being chased by a bunch of dudes, with a cutscene or two after a few colossi are slain that expand on them a bit to provide some understanding of what is going on.
It is very much an unconventional narrative, with no gameplay progression beyond a larger grip and health meter after every fight. There are some artistic cues in the main characters model growing more washed-out, blood splatters on his clothes, ripped hems and his hair going from the previous brown to a dull dark blue. The girl also changes as the game progresses, getting whiter and brighter the more colossi you slay. Aside from these subtle cues there is no progression from any of the fights. All the story dialogue is at the beginning and end.
I will challenge the idea of a lack of goals. Especially with the subject at hand there is a very popular sense of overcoming challenges because they are there. You see a mountain and climb it, you see an ancient land lizard that requires a complex series of actions to defeat, you want to see it fall. It's sort of an instinct of a gamer at some point. Beyond that there are the people who follow the plot and emphasize with the story somehow, which is a bit more tricky. There are a bunch of subtle actions between Wander, the characters name which is never said, and his horse. People tend to like characters who have pets and have deep relationships with them, so a lot of people came to emphasize with the characters just through the various animations put in.
I would like to note that I'm not fighting or arguing with you. I perfectly understand why something as crazy as this game may not appeal to people. I am simply showing the probable appeal to those of us who loved it for some reason.