To keep it short, your alternate and more powerful version of you from a distant universe killed Apocalypse (and apparentely other gods and almost every version of you in the Multiverse. The motivation behind those acts is up to you to decide), the only person who could help Jubilee and her adopted son Shogo from his curse. She think YOU were the one who killed Apocalypse until your alternate self nearly kills you and puts you aside.

You could either:
1. Play as yourself, despite your injured state, and help Jubilee out or;
2. Play as your alernate version and fight Jubilee

Lowkey took inspiration from Limbus Company with the Canto VI storyline hehe

There's just one starter message unfortunately but it's still pretty peak regardless. I know I'm late to this now that Season 10 is out but meh.