By saying humans are "All Too Human," Nietzsche isn't just making a casual joke. His suggestion is that society is far, far too humane, and so he begins his essays with "On First and Last Things," to readjust the reader's sense of cause and effect. For a religious person, the cause and teleology of nature is God Himself. For Christians, the logic of the order is literally divinized in Jesus Christ, for instance, but for Nietzsche who dismisses religion wholesale, the truth is much more bleak. By fixing our view on the meaninglessness of the universe, Nietzsche turns Human, All Too Human into a nihilistic meditation.
Firstly, he demands the reader consider their morality and ethics. For those who need a religious system to moderate their morality, his judgment is particularly brutal. Then there is a conversation about the natural law, the assumptions of ethics, and the dubious origins of morality itself. The reason he does this is to dismantle the reader's ability to moralize the latter half of the work which is where the essays really shine.
His climax in the essay collection comes when Nietzsche explains how marriage, family, career, social success, and any other meaning a man's life might have—it's all constructed and meaningless. Therefore, Nietzsche's essay, "Man Alone with Himself," is like an ode to the lonely horror of Nietzsche's existence. It's something like a prayer to the unknown, like a meditation on death, and the purpose of these "obscuring" practices is something like enlightenment, but not an enlightenment into hope and purpose—rather, Nietzsche views a man to be successful only if he has come to peace with the true chaos of this meaningless existence.