Has anyone -- anyone? -- said that there's nothing in this game that ties the lore together? There are side quests based on NPCs from each character's story, and there are lots of lore hints in each story that have been brought up many times in this thread already.
The only argument I've been making, which is the same one I've been making for a week now, is that this is a game about eight different standalone stories, each with their own beginnings, middles, and ends. Opinions will certainly vary on the quality of these stories, but one thing is not subjective: They're all entirely standalone. Each character has their own relationships, their own goals, and most importantly, their own emotional arc that concludes with their Chapter 4. Some of these arcs are better than others, but they all have emotional conclusions. That's what this game is. That's what the stories are.
As more info comes out about potential postgame content (which I'm currently in the process of trying to unlock as we speak -- if only I could find this damn Lapis Lazuli), we'll see exactly what else is in here, but that doesn't change the nature of the game. I'm not sure how to make this any clearer.