After he got Grogu back his goal was to get back in with the cult. During that journey he and Bo Katan discovered things about Mandalor and now the goal is to reunite all Mandalorians and take back the planet. All the while they're sowing seeds for the rise of the First Order.

The characters themselves may have not known this is where they were going but the show seems pretty direct in what they've been trying to accomplish this season to me.