I haven’t done it but I get the impression it should be something like the same reason for doing an ‘escape room’… Clues lead to some reasonably linked explanation with some small abstraction and that is how you progress.
Imagine if you had a clue to find a whiskers and a tail and you actually had to pick up a rock behind a tree somewhere. Based on the responses I heard from people doing it, it sounds like that is how random it is (which makes no sense) as opposed to actual logical clues with loose relation.
On that note, I haven’t bothered doing it, because there is no ‘puzzle’ to it. It sounds as though it is just a random game of hide and seek… Which I enjoyed as a 10 year old but not really as an adult honestly.