Leadership's job is to help employees do the best work that aligns with the company goal. If devs don't understand what long term goal they should set to help a company grow, that's a huge red flag.
Genuine question: do you have experience in management with OKRs? Do you have some examples proving they helped in your career? Even made-up examples, just to understand what people expect from OKRs.
OP is not talking about the "goals" I mentioned a startup having: revenue growth, customer growth, product development. These are things that startup leadership should keep track of and communicate regularly. OP's definition of "goals" are more akin to "take a Coursera course on machine learning". These are the "goals" that employees create for themselves with a manager when that company has gotten somewhat large. They are BS goals, that people who want career growth should be doing anyway.
In general, I sort of like having a somewhat informal workplan like that. And it's perfectly fine if, over the course of the quarter unplanned projects come in, you just document that. It's useful documentation, not much work, and you should probably have at least a vague mental plan anyway.
As I've said, I totally get OPs frustration. We were hired to achieve a "goal". Why are we inventing other "goals" that are often misaligned?
Sorry, but unless there's a larger multi-year strategy, which would be ill-suited for ICs, this is just HR incompetence at work.