I quite liked the idea of not having anyone to guide you through the story because it makes you feel like you really are the protagonist of the game and you come to your own conclusions while watching what happens around you.
It kind of reminded me of the film Cube where the characters also didn't know why were they abducted and what was happening but they still moved on, only this time you are alone and don't have anyone to rely on.
And, this being a puzzle game, why should you be bothered with the story when you can enjoy perfectly balanced, relaxing puzzles.
As someone in the comments of the review said that Tetris also didn't have a story, and yet it was one of the best puzzle games of all times.
Also, one more good thing, this game came nicely polished, without bugs that plague games that get released nowadays.
Only thing that I didn't like was the duration. It would have been nice if it was longer, but for the price on Steam it is OK, and maybe there will be some patches with additional content later.