I think perhaps there should be a grand ideal our characters are pursuing, but there is no definite way to do this. It doesn't have to be x leads to y which brings us to z: why not have x lead to y, but the party decides to screw it and move to j instead, and then skip straight to z, only to return to a?
I'm thinking a rational satanist character, along the lines of 'there are no gods' or alternatively 'everyone is their own god' for massive party buffs/enemy debuffs