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Having GMed Shattered Star, there most absolutely is. It's your job to communicate it to the players. I agree if you run it as printed then it doesn't seem so. It plays like a mindless dungeon crawl. But, there's actually a very deep story in the background that spans several APs. I would suggest heavily drawing off the Rise AP to help communicate it. It's awesome you can even do that since it's the only Paizo AP to be a part 2 which has the benefit of having a part 1. In addition to that, in every other module, story, and AP that anything Runelord, Thassilon, or Lissala plays a role, it can probably be tied back to the Shattered Star mythos to heavily imply events of the past. You can actually weave a very high intrigue story out of it with just some research and the will to do so. The AWESOME thing about Shattered Star is that the more you play the more you can outright share those details and explore them. This is brought to fruition and pushed in your face in book 6, and you should know what I'm talking about. You could even run a campaign to tell the deep story background leading up to SS with just the events described in it as the framework and then jump your group to 'present day' and run them through SS itself if you're feeling particularly adventurous.
As to AP design, it is a smart way to for Paizo to do what they do. They perpetually keep their content available to newcomers.