Why do characters stops 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 Alternative Operator operator to create a loop. Notice than the Alternative 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 Alternative operator and opening the attribute editor).