Why do you think depth is not a requirement for this self story telling game? Isn't it getting boring quickly?
From my experience with Oolite, a FOSS, modable Elite clone, providing a bunch of career choices (trader, pirate, bounty hunter) and NPCs that react to who you choose to be (e.g. bounty hunters will go after you if you choose to be a pirate) is a good start. Affordances for goal setting can be as simple as the traditional character/ship equipment upgrade ladder.
Oolite players tend to stick to the "non player centered universe" paradigm; that is the player is not a hero or destined to save the universe even though it is a single-player game. When a mod provides a new weapon or upgrade, it is considered better if the NPCs can use them too. They removed the Energy bomb that was present in Elite, an obvious player-only weapon.
In my experience, when the game doesn't make distinctions between NPCs and the player, your player instincts tell you to become stronger than NPCs.
A corollary of the non player-centered game paradigm is that the beginning of the game can be rough for the player. Typically in Oolite with the standard startup, the players spend their first couple hours staying away from any other ship and fleeing pirates because they cannot really fight back without a decent equipment.
One could name that a "difficulty inversion": a game that is difficult at first, then get easier as the player acquires better gears. Oolite has this problem. I was trying to make a set of mods to fix it before my interest shifted to another game. Not that I got bored of Oolite, it's just that I've found something even more interesting to work on, and sometimes I have an Oolite itch, because solving similar issues but in a full sandbox multiplayer game is even more difficult.
The endgame can be a problem too, because eventually players can afford the best gear and one-shot most things. My take on this is to use the "high-score" game approach, that is making it more and more difficult to survive (really just like Tetris). More specifically, in Elite/Oolite there's a mysterious and hostile alien race than can be used to create an unstoppable invasion force scenario. This approach both helps with increasing the difficulty proportionally to the wealth of the player, and provides a story-telling affordance.
[1] https://en.wikipedia.org/wiki/Affordance - my spellchecker doesn't know that word so I guess it's not common?