Yeah, totally get that.
I don't consider Snoke's origin to be a mystery. We never knew the Emperor's origin in the OT, and only had a very basic knowledge of Vader's. He used to be Anakin and then turned evil. Not sure why people expected more from Snoke or the Knights of Ren. I guess maybe the question of where the Knights of Ren are now, but I wonder if it's similar to Vader being a Dark Lord of the Sith. He wasn't really a Lord over anyone.
The difference is, we were given the basic idea that there was once many Force users pre-Empire. That's clear as of the first act of ANH.
There's a background that says The Emperor could have come up in that world.
With Snoke, we're being sold on the idea that he's as powerful as The Emperor, but ROTJ made it clear that just 30 years previous Luke was pretty much it. I've said it elsewhere, but it could be answered with a throwaway lime from Kylo about how Snoke found him.