I honestly think too many miss the forest for the trees a bit with RW, in terms of how important the lore is, if that makes sense.
I talked with somebody about first-time experiences with the game and they said they'd watched a number of lore explanation videos on YT before starting, because of some reason along the lines of "I didn't trust the game to deliver its own story properly."
To me this is almost saddening to hear because I really feel that misses the point of why the game has it's lore to begin with.
To me, while playing, any tidbits i learned about history or other information contributed to a feeling like the world I was navigating had a very real history that saturated it, yet one that I would be unable to grasp fully. It is an illusory feeling of realness, given how it is experienced. The game is mechanically not designed to incentivize collecting many information pearls, especially when in the original game you can literally just drop them off a cliff and lose them forever. You get the feeling often like you are bound to never be able to get everything, nor would you even probably want to put in the effort, so the illusion actually stays stronger because of that. Your mind wanders speculating about every little detail, whether intention truly existed behind it or not, because it feels like it did. You learned that it might have.
Maintaining that illusion while playing I think is the primary reason they were included, not actually the experience of "knowing" the history.
Rain World in general seems to have a thematic fixation on the simple idea that individuals have limited perspectives. Joar Jakobsson has said that one of the core ideas behind Rain World was to recreate the life of a "rat in Manhattan." That is to say, a creature that understands how to find food, hide, and live in a complex man-made structure, that cannot understand it's structuring purpose or why it was built.
The very core issue of the iterators, is that the solution to the "great problem" intrinsically has to lie with knowledge that could only be obtained from "the other side." They are corporeal beings trying to know something that pertains to something outside corporeal reality.
Yet pursuit of knowledge is very important to creatures like ourselves. Collecting any individual pearl is mostly an exercise in doing a lot just for little bits of knowledge. There is a lot of understanding of just how significant wanting to know more is, even something unimportant, when you are left in the dark the way you are in the game. Most information pearls you deliver are literally completely useless to know about, but they feel personally important, especially in how finding them relates to your connection to the iterators.
My primary motivation to find pearls in my first play was to spend more time with Moon. On a very real emotional level, Moon felt like my only friend in the world while I played. On a mechanical level, she does literally nothing. But Rain World manages to operate on a very emotional, even instinctual level with how it's designed. I wanted to be in her company and have something to give her. Because I am alone, and lost.
So something along those lines is why I felt saddened to hear the sentiment like Rain World somehow "fails" to deliver it's "story." The purpose of the game is not to find pearls and hear about some grand narrative.
At it's core, Rain World is a game that's design was inspired by nature, and it's use of history within the world relates to us as a player the way history relates to us as people. It is relayed through people reading from records created by parties with their own perspectives, and connects us abstractly to a sensation that there is more out there than our own lives. That is a feeling you have as a player, and ultimately the true story that Rain World tells is the memories you have playing it. What you did, saw, and felt. The same as how our story is that of our own lives. That is the purpose of the game.