Missions are the bridge between a run and permanent progression. Completing objectives brings back materials and information that unlock research for Engine Parts, ships and relics in the Hangar.
What missions do
The tutorial states that missions return valuable materials and information for engineers, opening research in the Parts Library.
Parts Library
When a new Engine Part becomes researchable, the game marks the relevant category in the Parts Library.
Ships
Demo footage shows the Seeker unlock tied to beating the Periphery, while the starter Tug is available immediately.
Depth progression
The demo references Haven, Periphery, Waste and Abyss as depth/region progression. Full-release availability and ordering should be rechecked on launch day.
Do not farm blindly
If you only need a specific research unlock, prioritize the mission condition rather than staying in a doomed run for one extra level.