If you played the game, then he does exist... you were Gordon Freeman. If you can't understand the unique character immersion valve is attempting to portray in the HL series without the need for dialogue and cutscenes, then you're completely devoid of creative imagination.
Or perhaps it's because the people a Valve don't even know where the Half Life story is heading... (which I can remember that someone at Valve said that a long time ago). I mean, the fact that we know next to nothing as to why or how or who is going on in the Half Life world doesn't help. At the end of each game/episode you end up having more question than answers...