There is no story, no reason, you can't even lose!
All you have to do is Escape this Dark Maze.
If you die NOTHING will happen, just push DEL to jump random part of the maze backwards. Some Rooms will bring you to places that don't really make sense. And last, If you go back a room you will start at the start of that room. So you can skip back to the beginning really fast if you hold right too long.