How do you come up with a narrative arc for a story?

I have multiple story setting ideas, just not a story that would explore it properly. I think my issue is less figuring out how to justify the characters going through a setting, more 'why on a thematic level do they do so'. A story should be ABOUT something, rather than just a linear set of events that happen.

The one I'm working on now would be a cheesy sort of 'bloodborne but with sex' sort of setting, and I can't figure out a good narrative arc for it. I'm thinking the main-character/party leader should have a personal motivation for going through the area, maybe searching for a family member, but I don't know. I need to figure out something that could have some narrative heft to it (I want to write porn with plot).