it's not that exploration with which the show is concerned, but stuff more directly

Yes, I meant (as far as I remember!) not so much the back-stories and side-stories as the more general questions - e.g. about choice, consequences, what really motivates us, what is love, how can we choose between various good motives, etc. (One thing I like about this show is that it really has no villain: Kyubei is an antagonist, but like everyone else he behaves well by his own lights. John Stuart Mill would probably consider him the hero of the story.)

which anyway leaves a lot of room for fanfic! :)

Absolutely - as do the alternate timelines, as noted later. :)