The type of game that when you recommend it, you have to clarify they need to play a few hours before they'll understand.
To me, many JRPGs have this problem. Xenoblade, Final Fantasy (14 especially), Tales, Kiseki, etc all take forever to get interesting.
Yeah it would have been cool if 2 started off with something similar to when you land in that whaling town where there's a bunch of people you can talk to but the game kind of prefers a "fill in the details as you progress" kind of story rather than up front exposition. I think you're supposed to basically get a tour of the empire that you've neglected in an undercover boss fashion as it goes along. Because an Empress can't exactly get a fair reading of the situation when not disguised. Woulda been funny if everyone was extremely nice to Emily and supportive and then you land in the whaling area and everyone's talking smack about the Empress. Can't really remember how much people actually talk about the government though.