The menu screen, as simple as it is, really gave me the sense that the upcoming experience would be complete since efforts likely wouldn't have gone into it if there were more important parts missing.
A little. Once I explored around and realized that the world loops around, I was just holding 'w', reading the thought at the end of the road and waiting for the next one to show up. That's not to say that the narrative itself was boring, but the experience did not feel very interactive.
Like mentioned above, with such a linear structure, this feels like the same message could've been delivered through a visual novel or something of the sort. The only added restriction here is that there is a delay between each "page" (was that supposed to represent the difficulty of staying motivated?). I think that simply changing the decor a little on every "page" could give a small sense of exploration without completely going against the game's more serious message.
It leaves a some questions that I'd like to see answered. Who are we? What event(s) caused us to end up here? What do we plan to do once we're out?
Yes. It definitely adds onto the narrative.
Personally, I didn't find the game to really speak to me, but it did make me consider that I can never really know what others are going through.
As said above, changing the decor to give a exploration would make the experience more interactive. This could also be made to reflect and emphasize the current thought at the end of the road. It could also give a sense of progression and keep players curious about what will come next.