Hey thanks so much for playing me and my friend's game and for your feedback! Your Let's Play was really fun to watch! It's unreal to see a Let's Play of one of my games since I basically grew up on those vids. Most of all, I'm really glad you enjoyed the game!
Also, there is somewhat of a story hidden in the game. Not sure if you saw it but once you completed a level with S rank for the first time, the "Art Gallery" opened up. In there the items will have descriptions that hint at what the story is. Admittedly, that's not made super clear to the player.