Because it is a modified version (hack) of an existing game, it does not have a unique, official story of its own. It follows the "Dream Match" premise of the original KOF 2002 : The Plot: A "Dream Match"
: Like KOF '98 , the 2002/10th Anniversary edition is a "Dream Match." This means it exists outside the series' main continuity (the NESTS or Ash Sagas). Because it is a modified version (hack) of
: Some versions allow you to play as boss characters like Goenitz or Orochi Iori immediately. it does not have a unique