For me, Knytt Underground is first and foremost a game of exploration.
I love the idea of a vast underworld teeming with peaceful life and history and the freedom to explore it. It's beautiful, serene and relaxing. The music works really great to enhance those feelings.
Even when you're alone in some of the darker recesses of that world you never feel lonely. It's akin to being lost in space; surrounded by stars and nebulae, surrounded by creation and bearing witness to all the majesty of it..
It can get eerie and creepy in some locations but it's never scary; there are no monsters and the only "enemies" are the dumb, faceless droids.
Sso, yeah, I like to just wander aimlessly and dislike the few things in the game that try to break that immersion. Although I gotta admit that during my first playthrough I was impatient to just see the "end" of the main story involving the six bells and accordingly learned my lesson.