The title of the game, Horror Vacui, means "fear of emptiness", which might refer to the idea of life being inherently empty and without meaning—which in itself might be a scary thought (and hence good fodder for a horror game)—so we fill it with whatever meaning we can. This alleged lack of meaning might seem nihilistic to some, but I personally see it as a way of saying "make your life count" (which is rather an existentialistic thought than a nihilistic one). One could even say that the meaning of life is to give it meaning. (;

Horror vacui also happens to be a concept in visual arts, but I don't think that is particularly relevant to the game, so I won't go into that: the game's art style is very minimalistic and pretty far from any "fear of an empty canvas". [or—as older and less absolute me might say: maybe it is relevant... What do I know about anything?]

This might seem as more of a musing over the game rather than a proper review of it, but that's the kind of impact this game had on me: it made me think—which might be a tired cliché, but it wouldn't be a cliché if it weren't true. So, yes, this game made me think about "things" and also made me want to know more, which is even better. 

Reading back my old review now, it feels a bit dated in parts (especially the part about agency and goal states, which I now, older and bolder, might no longer feel as strongly about as back then)—written as it was by a younger me—but, anyway, here's my full review from 2017:
https://maskinkultur.com/2017/01/13/horror-vacui-existential-horror