I don't think there really "needs" to be something to get, but it's not unreasonable to expect a drum corps show in 2013 to have some kind concept or theme that the viewer can get out of it. Pretty sure the OP is is just saying he doesn't understand what the theme is supposed to be, which is understandable.
I don't completely understand it either, but I'm guessing that a lot of people are probably trying to find some sort of narrative in the show, which I don't think it's really trying to do. The original Einstein on the Beach was an unconventional opera with no narrative/storyline. I think the way the program presents itself is just supposed to be a broad portrait of a genius' mind (I guess this is where all the narration stems from). The hypnotic counting rhythms and muttering poetry are probably supposed to be some kind of poetic portrayal of this. Except for the part in the ballad where the narration starts talking about a love story, I don't get that. I could be completely wrong but this is what I get out of it.
The Washington Post's review of Einstein on the Beach said "Einstein sometimes seemed a study in sensory overload, meaning everything and nothing." Sounds about right.