Our desire for narratives, our need to make sense of experience, is programmed in our DNA. The evolutionary advantage of the cerebral cortex is that it allows the animal to anticipate environmental events. The creature that fails to guess what is about to happen, gets surprised. And in the animal kingdom, surprise means death.
We strive to understand so that we can predict. And no feeling is so sweet to us as seeing our predictions confirmed.
You can wrap it up in beautiful philosophy, but underneath it all is just a naked monkey trying not to be somebody's lunch.