As @Jev writes the goal is to defeat each boss.

The game is not really designed to be a persistent open world type experience like many MMOs (as well as some single player games) are created to be.

It has a very linear, but enjoyable, path to an end goal. That goal being to defeat each biome 'boss'. Even the in-game lore reveals this.

From your list of things you miss it seems games like Red Dead Redemption, Fallout 4, Rust and other world builder/survival games would offer you more.