Being able to skip the story in Zenless Zone Zero doesn't mean that the developer isn't putting effort into the lore. In fact, the missions and stories in ZZZ are quite interesting and exciting, if players give it a chance. For example, many fans have guessed that Soldier 11 and Anby are "sisters" somehow, and once Soldier 0 - Anby is introduced, the theory is pretty much confirmed. Although the two aren't "sisters" in the typical form, the existence of Soldier 0 - Anby says a lot about the Cunning Hare member's past.