I will enjoy seeing more of the lore show through. I'm admittedly no game designer, but outside of the campaign, there doesn't seem to be any real references to lore. In fact, the only place I can think of would be when you are setting up the game and choosing which Empire/Kingdom to play.
We don't receive many hints through the in-game models or art (none at all, in fact, if we play with the cloth map), there is precious little communication with other parties (Janus advises the player, AI factions don't add anything), and the descriptive texts surrounding items are minimal. Heck, the spell descriptions only give the bare minimum definition of the spell. "Hurls a boulder."
What I mean to say is that it seems none of the traditional vehicles for imparting lore are being utilized very well. Although, the splash screens do a better job. They are wonderfully done and I really enjoy them, and they raise questions in the right way. They make me what to learn more.
However, I think there is just enough in place that the imaginative player can start conceiving his own lore. Studying the spell books, digging up old technologies... these sorts of things serve as catalysts and have me envisioning my own world. But I imagine that this isn't exactly what Stardock had in mind, when it went to all the trouble of creating such extensive lore, hiring writers, and producing a book...
Just my 2 cents.