The really great settings for an Expeditions game would be the 19th century - for example China during the Taiping civil war (you could play a character similar to Frederick Townsend Ward, picking a side and/or just exploring and pillaging the land to get rich), Afghanistan/India during the Great Game (you could play a character like Kim, looking for treasures and manipulating tribal politics while clashing with Russian agents) or of course Africa (the possibilities are huge here, you could play as David Livingstone type character searching for sources of the Nile while gaining new ground for the Empire). The Taiping civil war is an especially cool period (basically a failed Chink civil servant declared himself the younger brother of Jesus, attempted to overthrow the Manchus and turn China into a Christian nation while killing about 30 milions of people, he came within reach of victory only to get fucked over by the Eternal Anglo and the perfidious Frenchie) that would deserve some attention in the western gaming.
Of course none of the above is going to happen in the current year. Well, definitely not the China ("muh Chink market") and Africa ("muh evul whitey") settings, the Afghan setting would perhaps not be immediately so offensive to SJW retards, but would still require larger balls than the devs (and especially publishers) have. I am not too excited for the possible Roman setting, but we will see I guess - provided the game actually comes out.