Sadly, that's why I don't play 4E. For me, part of being able to create a character, as opposed to a bunch of numbers on a piece of paper, is being able to read about the setting. If I know what the world's like, I can create a character to fit - or, sometimes to not fit. I didn't have a setting to give my character context early on, so I didn't really have any attachment to the numbers on the paper. (The other thing that tends to drive my character design is, "What screwy game mechanic can I play with?" 4E is completely lacking in that option, as far as I can tell.)
I imagine they've released books with settings by now, but it's too late; I got bored.