Unfortunately, the nearly-unlimited possible backstories players can come up with for their PCs is at odds with what the developers are willing and able to put in-game. I can't speak for everyone, but I would argue that new content and advancing the story is more important than our personal backstory and how it relates to what we're doing.

You do get a few options to define your backstory - the opening sequence on the carriage, for example - but the unlimited possibilities are prohibitive in implementing concrete backstories. If you want something like that a tabletop game is a better fit...