Alignment to strategic outcomes is critical for any organisation. Without such focus they are unlikely to achieve ambitious goals and be leaders in their respective fields. Scrum teams align to the Product Goal to ensure delivery towards higher objectives.
The Product Goal describes a future state of the product can serve as a target from the Scrum team to plan against. A product is a vehicle to deliver value. It has a clear boundary, known stakeholders, well-defined users or customers. A product could be a service, a physical product, or something more abstract. 
The Product Goal is the objective flag post that teams work toward. It is considered when selecting work in Sprint Planning.
Evidence-Based Management (EBM) is an empirical approach that helps organisations to continuously improve customer outcomes, organisational capabilities, and business results under conditions of uncertainty. It provides a framework for organisations to immprove their ability to deliver value in an uncertain world, seeking a path toward strategic goals.  The model consists of the following key elements:
Organisations set goals and create experiments (improvement ideas) in order to work towards intermediate goals. The goal setting follows a systematic approach. The framework is closely related to the Toyota Kata. 
The work performed by teams in each Sprint are the catalyst for achieving the Product Goal. But how do we know if the work items in a Sprint are contributing towards achieving the Product Goal?
When applying Evidence-Based Management we define our goals and document our current and starting states. The work performed should contribute to working towards immediate tactical goals and/or intermediate goals. To ensure progress that makes a difference, the goals should be accompanied with organisational goals, for example:
The time horizon for results will differ depending on the context of change. Teams may need to track the effectiveness of change over multiple Sprints to determine if the change has brought the organisation closer to the Product Goal.
1. Sutherland, J. & Schwaber, K. (2020) The 2020 Scrum Guide (TM). https://scrumguides.org/scrum-guide.html
2. Scrum.org (2020) Evidence-Based Management Guide. https://www.scrum.org/resources/evidence-based-management-guide
3. Rother, M. The Improvement Kata. http://www-personal.umich.edu/~mrother/The_Improvement_Kata.html