This is the first I have heard of Jain, and I love the song, and I love the video. The imagery is super cool... there is definitely a thread tying it all together, but it isn't obvious, or structured like a "story".
I wonder if she's a Zef artist?
Zef is this school of art/music from South Africa that is pretty much centered around the band, Die Antwoord, who you probably know from the track "I fink u freeky".
But their music videos tend towards these stark and striking images, that are roughly linked together conceptually, but not really telling a story, either.
Die Antwoord is definitely more hardcore than Jain, but even if you don't like the music, you will probably find the videos fascinating.
(And their track Fatty Boom Boom also includes some amazing images as well. But it's more of a story.)