Well, sorry to be glib, but the point of the game is to have fun. “Well duh?” you might think. Yes, well, Conan Exiles is largely a sandbox game, which means creating your own meaning. It does have (a bit of) a story, but you can cheerfully ignore it - and it is not trying to be a “main story” or “campaign” a’la Skyrim or The Witcher, there isn’t even really a “big bad” to fight (well… sort of, but again not really).
Whether playing solo is fun for you is of course a good question, it isn’t for me - even though I largely play solo, I like that there are other people on the server to chat, trade and occasionally cooperate with.
Of course it’s ultimately all meaningless - just like somewhere between 99.9% and 100% of all human endeavor is ultimately meaningless. But no more so than reading, or watching TV, or playing sports or any other activity with no more intrinsic value than the enjoyment you derive from it.