They did set out to change the world. The problem is that all they didn't actually do anything to accoplish that goal, and to top it off managed to change it nonetheless.
Perhaps their message is that the key to changing the world is to do bugger all. In fact, it could be argued that this would fit well with their fascination with oriental religions as it's kind of a poor man's interpretation of taoism.
Anyway, don't mind me Baley. I'm just bitter because I'm too lazy to do anything really creative, and spend all my time consuming other people's creativity. On The Road is better than anything I've ever written. My style is better, though.