There should probably a klaxon that sounds off every time someone does this, but bear with me while I compare this game to... Dark Souls.
One of the many things I like about GoW is that you kind of show up after the fact. After a ton of stuff has already happened and the world is in shambles, and you need to piece together a lot of what happened and who the players are. I know these games didn't invent that on their own, but you get what I mean.
Some people complained about the lack of Odin and Thor but I think it worked well in keeping with the above theme. And it keeps the first entry in the new series (I'm assuming they'll make sequels) relatively Loki.