(For the setting of 'UNHA')
From an out-of-universe point of view, one of my golden rules has long been 'internal consistency' - delivering a sense that there is some larger process or flow which drives from one element to another. (Since the setting is largely an excuse to design sci-fi military equipment, in this case this is reflected as the doctrine which governs all equipment, and the evolution technology and its limitations impact how they are designed.
In terms of in-universe... I'd suggest it's something similar. I'd almost say the biggest idea is that "this is a universe of moving parts" - lots of things going on everywhere. Every person you walk past, every piece of machinery humming and clanking away, every place or starship or whatever has some small piece of a larger whole that it is playing.
Moving through it should give you a sense that there's no one central story. This is a setting built of innumerable small stories, mounded up together.