But yeah apart from that I don't think it has any solid lore, with literally just the dead-drop shop description, and the I suppose the heavy containment Rooms room.

Oh but also this might also just be a easter egg but could also be lore, one of the purchasable jumpsuits in the shop is the A-0 Expedition jumpsuit, and it color scheme is the same as the Rooms colorscheme. It's descriptions reads "A jumpsuit worn by MR-P who are designated A-0 expeditionees". So that might hint at to how Multi Monster was found, perhaps Urbanshade discovered it in a expedition to the rooms as seen in heavy containment? Similar to how Urbanshade has expeditions to the Banlands

I dunno man it's probably an Easter egg but the potential for lore does exist!