Each zone had a zone boss, that upon defeating it, netted you a cutscene from that zone. After you started defeating the zone bosses, Joachim began relating more of his tale of woe, and then Gilgamesh and Eshtar'nel and even **** Prishe gets involved. You find out that your Abyssean counterpart lost the final battle of CoP 8-4, Promathia consumed Sehl'teus/Phoenix and is now Shinryu, and your screwup is pretty much the direct cause of the Abyssean hordes destroying their world. Oops.
It was definitely a classic FFXI storyline, even replete with pointless running around for the sake of running around. (Did I really have to meet people in Hall of the Gods? Really?)