Here we are, six books into the series, and the future still doesn't make sense. A side character we've heard about earlier, Labienus, is the main character here, though, since this is really a fixup--a collection of previously-published stories mashed together with a framework--that's a bit misleading. This isn't a novel.
By this point, the main reason readers continue to read the books in this series, I suspect, is to find out what happens when the immortal cyborgs, living through the centuries one day at a time, finally reach the Great Silence of 2335. What will happen when they finally meet with their creators? This is the question driving the series now. After all, this is SF/F, and we don't have flesh and blood characters, we have action and plot. And we have to keep reading to figure out what the future will hold. Who, really, is the Company? In the present volume, we see that certain cyborgs have plans, and some of these involve killing large numbers of humans. Given that the Company is only supposed to work in the shadows of recorded history (the event shadows), this doesn't make a whole lot of sense. The final story in this mashup, "Applesauce Monster," shows Facilitator Victor acting as the bodyguard of a famous family. What, we wonder, happened to the actual, historical bodyguard? This would be like having a cyborg play out the known actions of, say, John Wilkes Booth. Labienus explains that it's all okay, as long as the cyborg does what history records. What? A moment's reflection shows how little Baker seems to have understood temporal paradoxes. My advice is: don't think too hard when reading these books, you'll just get a headache. These are time travel stories that don't stick by their own rules.
But that's a problem, isn't it? Because after you set aside the thin-as-paper characters, all you're left with is the mystery of what happens in the future. The cyborgs have only limited knowledge of recorded history, but the guys at the end of time, 2335, know it all, and then, for some reason, recorded history ends. Why? That's the mystery. And after six books, we're no closer to knowing the answer.
Take it as a fantasy, then, and don't think too much. Just go along for the ride, and the dry, witty writing. Or not.