> Is there more to it than that?

Yes, there is. I can see how someone not already familiar with the material would feel lost.

First, it's based on SCP, as other people have mentioned. Second, it's very dialogue/monologue driven, there's lots of exposition about a shared universe, vaguely hinted at, secret government agencies, conspiracies, etc.

The author chose a very topic which by definition is hard to understand: ideas (or memes) that do NOT want to be remembered. So a lot of what happens is discussing "dangerous" ideas that do not want to be remembered or discussed. There's a larger overarching plot, split across several related stories.

The guy with the gun was one such idea embodied in the physical shape of a man. It was confusing the boss on purpose. Wheeler was on to him from the beginning (because her boss doesn't have an assistant), but needed to get her boss on board with the idea first, before shooting the "assistant". Everything she does in the dialogue has this goal.