Why do characters stop when going to random target?

Well, because they reached their target! If you want them to select another target and keep moving, you need to create a loop around your Goto Behavior
First put your Goto Behavior in a container, and place this container in the Parrallel operator.
Then, double-click on the container to open it, and use an If Operator operator to create a loop. Notice than the If operator have different output arrows. Make sure that you plug the Goto Behavior to the right one (you can check the logic by selecting the IF operator and opening the attribute editor).